How to assign a new icon to a pager?
Thanks to Tyler. I follow his suggestion and have solved this by adding the theme_pager_link() to app/themes/my_theme/my_theme.js. Here is what I added:

function my_theme_pager_next(variables) {
  try {
    var html;
    variables.page = parseInt(variables.results.view.page) + 1;
    var link_vars = {
      text: 'Next Page',
      attributes: {
        'class': 'pager_next',
        'data-icon': 'fast-forward'
      }
    };
    html = theme_pager_link(variables, link_vars);
    return html;
  }
  catch (error) { console.log('my_theme_pager_next - ' + error); }
}

function my_theme_pager_previous(variables) {
  try {
    var html;
    variables.page = parseInt(variables.results.view.page) - 1;
    var link_vars = {
      text: 'Previous Page',
      attributes: {
        'class': 'pager_previous',
        'data-icon': 'fast-backward'
      }
    };
    html = theme_pager_link(variables, link_vars);
    return html;
  }
  catch (error) { console.log('my_theme_pager_previous - ' + error); }
}


now the pager become like this: