Concentration inequalities for disordered models

Abstract

We use a generalization of Hoeffding's inequality to show concentration results for the free energy of disordered pinning models, assuming only that the disorder has a finite exponential moment. We also prove some concentration inequalities for directed polymers in random environment, which we use to establish a large deviations results for the end position of the polymer under the polymer measure.

Revised version

References in corpus (1)

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

Cited by in corpus (3)

• Large deviation rate functions for the partition function in a log-gamma distributed random potential
• Sharp asymptotics for the free energy of 1+1 dimensional directed polymers in an infinitely divisible environment
• Positive and zero temperature polymer models