Quenched large deviations in renewal theory
Probability
2023-09-18 v1 Mathematical Physics
math.MP
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.
Cite
@article{arxiv.2309.07502,
title = {Quenched large deviations in renewal theory},
author = {Frank den Hollander and Marco Zamparo},
journal= {arXiv preprint arXiv:2309.07502},
year = {2023}
}
Comments
Submitted to the special issue of Stochastic Processes and their Applications in honor of Francis Comets