Quenched large deviations in renewal theory

Frank den Hollander, Marco Zamparo

Risultato della ricerca: Contributo su rivistaArticolo in rivistapeer review

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 originaleInglese
Numero di articolo104414
RivistaStochastic Processes and their Applications
Volume175
DOI
Stato di pubblicazionePubblicato - set 2024
Pubblicato esternamente

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