a Department Statistics, Purdue University, W. Lafayette, IN 47907, USA b Department Mathematics, Purdue University, W. Lafayette, IN 47907, USA
Abstract:
This paper studies the asymptotic behavior of a one-dimensional directed polymer in a random medium. The latter is represented by a Gaussian field BH on R+×R with fractional Brownian behavior in time (Hurst parameter H) and arbitrary function-valued behavior in space. The partition function of such a polymer is