The sequence of random probability measures νn that gives a path of length n, times the sum of the random weights collected along the paths, is shown to satisfy a large deviations principle with good rate function the Legendre transform of the free energy of the associated directed polymer in a random environment. Consequences on the asymptotics of the typical number of paths whose collected weight is above a fixed proportion are then drawn.
Keywords: directed polymer, random environment, partition function, last passage percolation
@article{PS_2010__14__263_0,
author = {Carmona, Philippe},
title = {Directed polymer in random environment and last passage percolation},
journal = {ESAIM: Probability and Statistics},
pages = {263--270},
year = {2010},
publisher = {EDP Sciences},
volume = {14},
doi = {10.1051/ps:2008034},
mrnumber = {2779483},
language = {en},
url = {https://www.numdam.org/articles/10.1051/ps:2008034/}
}
TY - JOUR AU - Carmona, Philippe TI - Directed polymer in random environment and last passage percolation JO - ESAIM: Probability and Statistics PY - 2010 SP - 263 EP - 270 VL - 14 PB - EDP Sciences UR - https://www.numdam.org/articles/10.1051/ps:2008034/ DO - 10.1051/ps:2008034 LA - en ID - PS_2010__14__263_0 ER -
Carmona, Philippe. Directed polymer in random environment and last passage percolation. ESAIM: Probability and Statistics, Tome 14 (2010), pp. 263-270. doi: 10.1051/ps:2008034
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