Zero temperature limit for the Brownian directed polymer among Poissonian disasters

Ryoki Fukushima, Stefan Junk

Research output: Contribution to journalArticlepeer-review

2 Citations (Scopus)

Abstract

We study a continuum model of directed polymer in random environment. The law of the polymer is defined as the Brownian motion conditioned to survive among space-time Poissonian disasters. This model is well studied in the positive temperature regime. However, at zero-temperature, even the existence of the free energy has not been proved. In this article, we show that the free energy exists and is continuous at zero-temperature.

Original languageEnglish
Pages (from-to)3821-3860
Number of pages40
JournalAnnals of Applied Probability
Volume29
Issue number6
DOIs
Publication statusPublished - 2019
Externally publishedYes

Keywords

  • Directed polymer
  • Random environment
  • Zero temperature

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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