更新理论中的淬火大偏差

IF 1.1 2区数学 Q3 STATISTICS & PROBABILITY

Stochastic Processes and their Applications Pub Date : 2024-06-08 DOI:10.1016/j.spa.2024.104414

Frank den Hollander , Marco Zamparo

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引用次数: 0

摘要

在本文中，我们介绍并研究了随机环境中的更新-奖励过程，其中每次更新都涉及在巴拿赫空间取值的奖励。我们推导了淬火大偏差原理，并根据涉及校正器的变分公式确定了相关的速率函数。我们用三个例子来说明这一理论：随机环境中的复合泊松过程、聚合物在无序界面上的钉扎以及马尔可夫链在动态随机环境中的返回。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Quenched large deviations in renewal theory

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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来源期刊

Stochastic Processes and their Applications 数学-统计学与概率论

CiteScore

2.90

自引率

7.10%

发文量

180

审稿时长

23.6 weeks

期刊介绍： Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests. Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.