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Problemy Peredachi Informatsii, 2022, Volume 58, Issue 2, Pages 48–65 DOI: https://doi.org/10.31857/S0555292322020053
(Mi ppi2368)
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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
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.
Received: 23.12.2021 Revised: 28.03.2022 Accepted: 30.03.2022
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
Linking options:
https://www.mathnet.ru/eng/ppi2368 https://www.mathnet.ru/eng/ppi/v58/i2/p48
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