On the free energy of a directed polymer in a Brownian environment
Probability
2013-02-12 v1 Mathematical Physics
math.MP
Abstract
We prove a formula conjectured in O'Connell and Yor (2001) for the free energy density of a directed polymer in a Brownian environment in 1+1 dimensions.
Cite
@article{arxiv.math/0606296,
title = {On the free energy of a directed polymer in a Brownian environment},
author = {John Moriarty and Neil O'Connell},
journal= {arXiv preprint arXiv:math/0606296},
year = {2013}
}
Comments
15 pages. To appear in Markov Processes and Related Filelds (J.T. Lewis special edition)