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arXiv · 2309.07502

Quenched large deviations in renewal theory

Frank den Hollander·Marco Zamparo
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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.

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Frank den Hollander, Marco Zamparo. 2023-09-14. Quenched large deviations in renewal theory. https://arxiv.org/abs/2309.07502

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