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文章基本信息

  • 标题:Concentration inequalities for disordered models
  • 本地全文:下载
  • 作者:Frédérique Watbled
  • 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.
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