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Quenched large deviations in renewal theory

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Abstract

In this paper we introduce and study renewal–reward processes in random environments where each renewal involves a reward taking values in a Banach space. We derive quenched large deviation principles and identify the associated rate functions in terms of variational formulas involving correctors. We illustrate the theory with three examples: compound Poisson processes in random environments, pinning of polymers at interfaces with disorder, and returns of Markov chains in dynamic random environments.

Original languageEnglish
Article number104414
JournalStochastic Processes and their Applications
Volume175
DOIs
Publication statusPublished - Sept 2024
Externally publishedYes

Keywords

  • Compound Poisson processes
  • Pinned polymers
  • Quenched large deviations
  • Random environments
  • Rate functions
  • Renewal–reward processes
  • Returns of Markov chains

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