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 language | English |
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Pages (from-to) | 3821-3860 |
Number of pages | 40 |
Journal | Annals of Applied Probability |
Volume | 29 |
Issue number | 6 |
DOIs | |
Publication status | Published - 2019 |
Externally published | Yes |
Keywords
- Directed polymer
- Random environment
- Zero temperature
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty