期刊名称:Latin American Journal of Probability and Mathematical Statistics
电子版ISSN:1980-0436
出版年度:2012
卷号:IX
页码:129-140
出版社:Instituto Nacional De Matemática Pura E Aplicada
摘要:We use a generalization of Hoeffding’s inequality to show concentrationresults for the free energy of disordered pinning models, assuming only that thedisorder has a finite exponential moment. We also prove some concentration in-equalities for directed polymers in random environment, which we use to establisha large deviations result for the end position of the polymer under the polymermeasure.
关键词:Concentration; martingale differences; disordered pinning model; di-;rected polymers in random environment; large deviations.