Large deviations principle for terminating multidimensional compound renewal processes with application to polymer pinning models
Probability
2021-12-20 v1
Abstract
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 random processes mentioned in the paper are widely used in polymer pinning models.
Cite
@article{arxiv.2112.09640,
title = {Large deviations principle for terminating multidimensional compound renewal processes with application to polymer pinning models},
author = {A. Logachov and A. Mogulskii and E. Prokopenko},
journal= {arXiv preprint arXiv:2112.09640},
year = {2021}
}
Comments
in Russian