Quenched large deviations in renewal theory ☆

被引：0

作者：

den Hollander, Frank ^{[1
]}

Zamparo, Marco ^{[2
,3
]}

机构：

[1] Leiden Univ, Math Inst, Einsteinweg 55, NL-2333 CC Leiden, Netherlands

[2] Univ Bari, Dipartimento Fis, Via Amendola 173, I-70126 Bari, Italy

[3] Ist Nazl Fis Nucl, Sez Bari, Via Amendola 173, I-70126 Bari, Italy

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2024年 / 175卷

关键词：

Random environments; Renewal-reward processes; Quenched large deviations; Rate functions; Compound Poisson processes; Pinned polymers; Returns of Markov chains; DIMENSIONAL RANDOM-WALK; MULTIDIMENSIONAL RANDOM-WALK; AVERAGED LARGE DEVIATIONS; RANDOM ENVIRONMENT; VARIATIONAL FORMULAS; FREE-ENERGY; DISORDER; POLYMER;

D O I：

10.1016/j.spa.2024.104414

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页数：23

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