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

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math.PR2008★ 70 cited

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…