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Strong disorder for a certain class of directed polymers in a random environment
Philippe Carmona, Francesco Guerra, Yueyun Hu +1
We study a model of directed polymers with an exponentially recurrent Markov chain and an indefinitely divisible random environment. We prove that the normalized partition function…
Universality In Sherrington-Kirkpatrick's Spin Glass Model
Philippe Carmona, Yueyun Hu
We show that the limiting free energy in Sherrington-Kirkpatrick's Spin Glass Model does not depend on the environment.
High temperature Sherrington-Kirkpatrick model for general spins
Philippe Carmona
Francesco Guerra and Fabio Toninelli have developped a very powerful technique to study the high temperature behaviour of the Sherrington-Kirkpatrick mean field spin glass model. T…
Fractional Brownian motion and the Markov Property
Philippe Carmona, Laure Coutin
Fractional Brownian motion belongs to a class of long memory Gaussian processes that can be represented as linear functionals of an infinite dimensional Markov process. This repres…