Université Paris 6Pierre et Marie Curie Université Paris 7Denis Diderot CNRS U.M.R. 7599 Probabilités et Modèles Aléatoires''

Fluctuation exponents and large deviations for directed polymers in a random environment

Auteur(s):

Code(s) de Classification MSC:

• 60K40 Other physical applications of random processes

Résumé: For the model of directed polymers in a gaussian random environment introduced by Imbrie and Spencer, we establish: \begin{itemize} \item a scaling inequality between the volume exponent and the fluctuation exponent of the free energy; \item a Large Deviations Principle for the end position of the polymer under the Gibbs measure; \item a relationship between the volume exponent and the rate function of the Large Deviations Principle.

Mots Clés: Random Environment ; Directed Polymers ; Large Deviations ; Concentration of Measure

Date: 2003-01-29

Prépublication numéro: PMA-789

Pdf file: PMA-789.pdf