English

Subgaussian concentration and rates of convergence in directed polymers

Probability 2013-03-26 v2

Abstract

We consider directed random polymers in (d+1)(d+1) dimensions with nearly gamma i.i.d. disorder. We study the partition function ZN,ωZ_{N,\omega} and establish exponential concentration of logZN,ω\log Z_{N,\omega} about its mean on the subgaussian scale N/logN\sqrt{N/\log N} . This is used to show that E[logZN,ω]\mathbb{E}[ \log Z_{N,\omega}] differs from NN times the free energy by an amount which is also subgaussian (i.e. o(N)o(\sqrt{N})), specifically O(NlogNloglogN)O(\sqrt{\frac{N}{\log N}}\log \log N).

Keywords

Cite

@article{arxiv.1204.1819,
  title  = {Subgaussian concentration and rates of convergence in directed polymers},
  author = {Kenneth S. Alexander and Nikos Zygouras},
  journal= {arXiv preprint arXiv:1204.1819},
  year   = {2013}
}

Comments

Minor changes. Appears in Electronic Journal of Probability, 18, 2013, no. 5