70 citations · 91 across the 5 of their papers we have counts for
4 papers · 1 filter
Persistence exponent for random processes in Brownian scenery
Fabienne Castell, Nadine Guillotin-Plantard, Frederique Watbled
In this paper we consider the persistence properties of random processes in Brownian scenery, which are examples of non-Markovian and non-Gaussian processes. More precisely we stud…
Sharp asymptotics for the free energy of 1+1 dimensional directed polymers in an infinitely divisible environment
Frederique Watbled
We give sharp estimate for the free energy of directed polymers in random environment in dimension 1+1. This estimate was known for a Gaussian environment, we extend it to the case…
Concentration inequalities for disordered models
Frederique Watbled
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 expon…
Exponential inequalities for martingales and asymptotic properties of the free energy of directed polymers in random environment
Quansheng Liu, Frédérique Watbled
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…