Concentration inequalities for disordered models
Probability
2012-06-15 v3
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.
Keywords
Cite
@article{arxiv.1010.4914,
title = {Concentration inequalities for disordered models},
author = {Frederique Watbled},
journal= {arXiv preprint arXiv:1010.4914},
year = {2012}
}
Comments
Revised version