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Problemy Peredachi Informatsii, 2022, Volume 58, Issue 2, Pages 48–65
DOI: https://doi.org/10.31857/S0555292322020053
(Mi ppi2368)
 

Large Systems

Large deviation principle for terminating multidimensional compound renewal processes with application to polymer pinning models

A. V. Logachovabc, A. A. Mogulskiiac, E. I. Prokopenkoca

a Novosibirsk State University, Novosibirsk, Russia
b Novosibirsk State Technical University, Novosibirsk, Russia
c Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk, Russia
References:
DOI: https://doi.org/10.31857/S0555292322020053
Abstract: We obtain a large deviations principle for terminating multidimensional compound renewal processes. We also obtain the asymptotics of large deviations for the case where a Gibbs change of the original probability measure takes place. The random processes mentioned in the paper are widely used in polymer pinning models.
Keywords: compound renewal process, large deviations principle, rate function, polymer pinning models, Gibbs change of the probability measure.
Funding agency Grant number
Ministry of Science and Higher Education of the Russian Federation 075-15-2022-282
The research was carried out at the Mathematical Center in Akademgorodok, Novosibirsk, agreement no. 075-15-2022-282 with the Ministry of Science and Higher Education of the Russian Federation.
Received: 23.12.2021
Revised: 28.03.2022
Accepted: 30.03.2022
English version:
Problems of Information Transmission, 2022, Volume 58, Issue 2, Pages 144–159
DOI: https://doi.org/10.1134/S0032946022020053
Bibliographic databases:
Document Type: Article
UDC: 621.391 : 519.214 : 519.218.4
Language: Russian
Citation: A. V. Logachov, A. A. Mogulskii, E. I. Prokopenko, “Large deviation principle for terminating multidimensional compound renewal processes with application to polymer pinning models”, Probl. Peredachi Inf., 58:2 (2022), 48–65; Problems Inform. Transmission, 58:2 (2022), 144–159
Citation in format AMSBIB
\Bibitem{LogMogPro22}
\by A.~V.~Logachov, A.~A.~Mogulskii, E.~I.~Prokopenko
\paper Large deviation principle for terminating multidimensional compound renewal processes with application to polymer pinning models
\jour Probl. Peredachi Inf.
\yr 2022
\vol 58
\issue 2
\pages 48--65
\mathnet{http://mi.mathnet.ru/ppi2368}
\edn{https://elibrary.ru/DZDASV}
\transl
\jour Problems Inform. Transmission
\yr 2022
\vol 58
\issue 2
\pages 144--159
\crossref{https://doi.org/10.1134/S0032946022020053}
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