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.
Lingua originale | Inglese |
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Numero di articolo | 104414 |
Rivista | Stochastic Processes and their Applications |
Volume | 175 |
DOI | |
Stato di pubblicazione | Pubblicato - set 2024 |
Pubblicato esternamente | Sì |