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math.PR2022
Positive and negative moments for directed polymers in random environment in weak disorder
Rodrigo Bazaes, Chiranjib Mukherjee
Very recently, Junk [11] showed that for directed polymers in bounded random environments, the weak disorder (uniform integrable) phase implies that the polymer martingale is bound…
math.PR2022
Subcritical Gaussian Multiplicative Chaos in the Wiener Space: Construction, Moments and Volume Decay
Rodrigo Bazaes, Isabel Lammers, Chiranjib Mukherjee
We construct and study properties of an infinite dimensional analog of Kahane's theory of Gaussian multiplicative chaos \cite{K85}. Namely, if is a random field defined w.…