A note about Domination and monotonicity in disordered systems

2016/06/06 by Nguyen, Vu Lan
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1606.01835

Abstract

In this note we establish several inequalities and monotonicity properties for the free energy of directed polymers under certain stochastic orders: the usual stochastic order, the Laplace transform order and the convex order. For the latter our results cover also many classical disordered systems.

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