On the free energy of a directed polymer in a Brownian environment

J Moriarty; N O'Connell

On the free energy of a directed polymer in a Brownian environment

J Moriarty
, N O'Connell

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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.

Original language	English
Pages (from-to)	251-266
Journal	Markov Processes and Related Fields
Volume	13
Issue number	2
Publication status	Published - 2007

Keywords

Directed polymers, exponential functionals of Brownian motion, quasi-reversibility, Brownian queues, large deviations.

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title = "On the free energy of a directed polymer in a Brownian environment",

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.",

keywords = "Directed polymers, exponential functionals of Brownian motion, quasi-reversibility, Brownian queues, large deviations.",

author = "J Moriarty and N O'Connell",

note = "Research supported in part by Science Foundation Ireland, Grant Number SFI 04/RP1/I512.",

year = "2007",

language = "English",

volume = "13",

pages = "251--266",

journal = "Markov Processes and Related Fields",

issn = "1024-2953",

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AU - O'Connell, N

N1 - Research supported in part by Science Foundation Ireland, Grant Number SFI 04/RP1/I512.

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N2 - 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.

AB - 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.

KW - Directed polymers, exponential functionals of Brownian motion, quasi-reversibility, Brownian queues, large deviations.

M3 - Article

SN - 1024-2953

VL - 13

SP - 251

EP - 266

JO - Markov Processes and Related Fields

JF - Markov Processes and Related Fields

IS - 2

ER -

On the free energy of a directed polymer in a Brownian environment

Abstract

Keywords

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