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| HAL : hal-00172698, version 1 |
| arXiv : 0709.2656 |
| Fiche détaillée |  Récupérer au format |
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| Stochastics and Dynamics 8, 3 (2008) 383-396 |
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| On homogeneous pinning models and penalizations |
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| Mihai Gradinaru 1Samy Tindel 2, 3 |
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| (2008) |
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| In this note, we show how the penalization method, introduced in order to describe some non-trivial changes of the Wiener measure, can be applied to the study of some simple polymer models such as the pinning model. The bulk of the analysis is then focused on the study of a martingale which has to be computed as a Markovian limit. |
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| 1 : | Institut de Recherche Mathématique de Rennes (IRMAR) |
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CNRS : UMR6625 – Université de Rennes 1 – École normale supérieure de Cachan - ENS Cachan – Institut National des Sciences Appliquées (INSA) : - RENNES – Université de Rennes II - Haute Bretagne |
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| 2 : | Institut Elie Cartan Nancy (IECN) |
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CNRS : UMR7502 – INRIA – Université Henri Poincaré - Nancy I – Université Nancy II – Institut National Polytechnique de Lorraine (INPL) |
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| 3 : | TOSCA (INRIA Sophia Antipolis / INRIA Lorraine / IECN) |
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INRIA – CNRS : UMR7502 – Université Henri Poincaré - Nancy I – Université Nancy II – Institut National Polytechnique de Lorraine (INPL) |
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| Domaine | : | Mathématiques/Probabilités |
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| Polymer models – penalization method – random walk – renewal theorem |
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| Liste des fichiers attachés à ce document : | ||||||||||
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| hal-00172698, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00172698 | |
| oai:hal.archives-ouvertes.fr:hal-00172698 | |
| Contributeur : Samy Tindel | |
| Soumis le : Lundi 17 Septembre 2007, 16:54:17 | |
| Dernière modification le : Mercredi 27 Avril 2011, 10:09:41 | |
