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Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in random environment

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 Added by Frederique Watbled
 Publication date 2008
  fields
and research's language is English
 Authors Quansheng Liu




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The objective of the present paper is to establish exponential large deviation inequalities, and to use them to show exponential concentration inequalities for the free energy of a polymer in general random environment, its rate of convergence, and an expression of its limit value in terms of those of some multiplicative cascades.



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We study asymptotics of the free energy for the directed polymer in random environment. The polymer is allowed to make unbounded jumps and the environment is given by Bernoulli variables. We first establish the existence and continuity of the free energy including the negative infinity value of the coupling constant $beta$. Our proof of existence at $beta=-infty$ differs from existing ones in that it avoids the direct use of subadditivity. Secondly, we identify the asymptotics of the free energy at $beta=-infty$ in the limit of the success probability of the Bernoulli variables tending to one. It is described by using the so-called time constant of a certain directed first passage percolation. Our proof relies on a certain continuity property of the time constant, which is of independent interest.
We consider two models for directed polymers in space-time independent random media (the OConnell-Yor semi-discrete directed polymer and the continuum directed random polymer) at positive temperature and prove their KPZ universality via asymptotic analysis of exact Fredholm determinant formulas for the Laplace transform of their partition functions. In particular, we show that for large time tau, the probability distributions for the free energy fluctuations, when rescaled by tau^{1/3}, converges to the GUE Tracy-Widom distribution. We also consider the effect of boundary perturbations to the quenched random media on the limiting free energy statistics. For the semi-discrete directed polymer, when the drifts of a finite number of the Brownian motions forming the quenched random media are critically tuned, the statistics are instead governed by the limiting Baik-Ben Arous-Peche distributions from spiked random matrix theory. For the continuum polymer, the boundary perturbations correspond to choosing the initial data for the stochastic heat equation from a particular class, and likewise for its logarithm -- the Kardar-Parisi-Zhang equation. The Laplace transform formula we prove can be inverted to give the one-point probability distribution of the solution to these stochastic PDEs for the class of initial data.
We consider the stationary OConnell-Yor model of semi-discrete directed polymers in a Brownian environment in the intermediate disorder regime and show convergence of the increments of the log-partition function to the energy solutions of the stochastic Burgers equation. The proof does not rely on the Cole-Hopf transform and avoids the use of spectral gap estimates for the discrete model. The key technical argument is a second-order Boltzmann-Gibbs principle.
87 - Jeremy Clark 2018
I discuss models for a continuum directed random polymer in a disordered environment in which the polymer lives on a fractal called the textit{diamond hierarchical lattice}, a self-similar metric space forming a network of interweaving pathways. This fractal depends on a branching parameter $bin mathbb{N}$ and a segmenting number $sin mathbb{N}$. For $s>b$ my focus is on random measures on the set of directed paths that can be formulated as a subcritical Gaussian multiplicative chaos. This path measure is analogous to the continuum directed random polymer introduced by Alberts, Khanin, Quastel [Journal of Statistical Physics textbf{154}, 305-326 (2014)].
136 - Victor Dotsenko 2017
This review is devoted to the detailed consideration of the universal statistical properties of one-dimensional directed polymers in a random potential. In terms of the replica Bethe ansatz technique we derive several exact results for different types of the free energy probability distribution functions. In the second part of the review we discuss the problems which are still waiting for their solutions. Several mathematical appendices in the ending part of the review contain various technical details of the performed calculations.
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