Large deviations of the free energy in the O'Connell-Yor polymer
Probability
2015-07-31 v3
Abstract
We investigate large deviations of the free energy in the O'Connell-Yor polymer through a variational representation of the positive real moment Lyapunov exponents of the associated parabolic Anderson model. Our methods yield an exact formula for all real moment Lyapunov exponents of the parabolic Anderson model and a dual representation of the large deviation rate function with normalization for the free energy.
Keywords
Cite
@article{arxiv.1412.0770,
title = {Large deviations of the free energy in the O'Connell-Yor polymer},
author = {Chris Janjigian},
journal= {arXiv preprint arXiv:1412.0770},
year = {2015}
}