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We present a perfect simulation algorithm for stationary processes indexed by Z, with summable memory decay. Depending on the decay, we construct the process on finite or semi-infinite intervals,… (More)

In this paper, we consider directed polymers in random environment with discrete space and time. For transverse dimension at least equal to 3, we prove that diffusivity holds for the path in the full… (More)

We consider directed polymers in random environment. Under some mild assumptions on the environment, we prove here: (i) equivalence between the decay rate of the partition function and some natural… (More)

We study the fluctuations of free energy, energy and entropy in the high temperature regime for the Sherrington-Kirkpatrick model of spin glasses. We introduce here a new dynamical method with the… (More)

We study branching random walks in random i.i.d. environment in Zd, d ≥ 1. For this model, the population size cannot decrease, and a natural definition of recurrence is introduced. We prove a… (More)

We prove a law of large numbers for a class of multidimensional random walks in random environments where the environment satisfies appropriate mixing conditions, which hold when the environment is a… (More)

In this note we give upper bounds for the free energy of discrete directed polymers in random media. The bounds are given by the so-called generalized multiplicative cascades from the statistical… (More)

We consider a one dimensional ballistic random walk evolving in an i.i.d. parametric random environment. We provide a maximum likelihood estimation procedure of the parameters based on a single… (More)

- Francis Comets
- 1987

We study the thermodynamics of a continuous model of directed polymers in random environment. The environment is given by a space-time Poisson point process, whereas the polymer is defined in terms… (More)