Comparison of partition functions in a space–time random environment

Abstract

Let \(Z^1\) and \(Z^2\) be partition functions in the random polymer model in the same environment but driven by different underlying random walks. We give a comparison in concave stochastic order between \(Z^1\) and \(Z^2\) if one of the random walks has “more randomness” than the other. We also treat some related models: The parabolic Anderson model with space–time Lévy noise; Brownian motion among space–time obstacles; and branching random walks in space–time random environments. We also obtain a necessary and sufficient criterion for \(Z^1\preceq _{cv}Z^2\) if the lattice is replaced by a regular tree.