Related papers: Quenched large deviations in renewal theory
We establish sharp large deviation principles for cumulative rewards associated with a discrete-time renewal model, supposing that each renewal involves a broad-sense reward taking values in a real separable Banach space. The framework we…
We establish a sharp large deviation principle for renewal-reward processes, supposing that each renewal involves a broad-sense reward taking values in a real separable Banach space. In fact, we demonstrate a weak large deviation principle…
We present and establish large deviations principles for general multivariate renewal-reward processes associated with a classical discrete-time renewal process. A renewal-reward process describes a cumulative reward over time, supposing…
Stochastic processes with random reinforced relocations have been introduced in the physics literature to model animal foraging behaviour. Such a process evolves as a Markov process, except at random relocation times, when it chooses a time…
In Ref. [1] the author has recently established sharp large deviation principles for cumulative rewards associated with a discrete-time renewal model, supposing that each renewal involves a broad-sense reward taking values in a separable…
We take the point of view of the particle in a multidimensional nearest neighbor random walk in random environment (RWRE). We prove a quenched large deviation principle and derive a variational formula for the quenched rate function. Most…
We consider multiple time scales systems of stochastic differential equations with small noise in random environments. We prove a quenched large deviations principle with explicit characterization of the action functional. The random medium…
We consider a random walk in random environment with random holding times, that is, the random walk jumping to one of its nearest neighbors with some transition probability after a random holding time. Both the transition probabilities and…
We consider random walk with bounded jumps on a hypercubic lattice of arbitrary dimension in a dynamic random environment. The environment is temporally independent and spatially translation invariant. We study the rate functions of the…
We prove large deviation principles for two versions of fractional Poisson processes. Firstly we consider the main version which is a renewal process; we also present large deviation estimates for the ruin probabilities of an insurance…
We investigate large deviations for the empirical measure of the forward and backward recurrence time processes associated with a classical renewal process with arbitrary waiting-time distribution. The Donsker-Varadhan theory cannot be…
We study large deviations in the context of stochastic gradient descent for one-hidden-layer neural networks with quadratic loss. We derive a quenched large deviation principle, where we condition on an initial weight measure, and an…
We prove a full large deviations principle in large time, for a diffusion process with random drift V, which is a centered Gaussian shear flow random field. The large deviations principle is established in a ``quenched'' setting, i.e. is…
We study quenched distributions on random walks in a random potential on integer lattices of arbitrary dimension and with an arbitrary finite set of admissible steps. The potential can be unbounded and can depend on a few steps of the walk.…
Large deviations principle is obtained for terminating multidimensional compound renewal processes. We also obtained the asymptotic of large deviations for the case when a Gibbs change of the original probability measure takes place. The…
The paper concerns itself with establishing large deviation principles for a sequence of stochastic integrals and stochastic differential equations driven by general semimartingales in infinite-dimensional settings. The class of…
In this paper we investigate the normal and the large fluctuations of additive functionals associated with a stochastic process under a general non-Poissonian resetting mechanism. Cumulative functionals of regenerative processes are very…
Markov processes restarted or reset at random times to a fixed state or region in space have been actively studied recently in connection with random searches, foraging, and population dynamics. Here we study the large deviations of…
We consider models of directed polymers interacting with a one-dimensional defect line on which random charges are placed. More abstractly, one starts from renewal sequence on $\Z$ and gives a random (site-dependent) reward or penalty to…
We consider a bounded step size random walk in an ergodic random environment with some ellipticity, on an integer lattice of arbitrary dimension. We prove a level 3 large deviation principle, under almost every environment, with rate…