Large Deviation Principle for Terminating Multidimensional Compound Renewal Processes with Application to Polymer Pinning Models

Large Deviation Principle for Terminating Multidimensional Compound Renewal Processes with Application to Polymer Pinning Models Full article

Journal

Problems of Information Transmission
ISSN: 0032-9460 , E-ISSN: 1608-3253

Output data

Year: 2022, Volume: 58, Number: 2, Pages: 144-159 Pages count : 16 DOI: 10.1134/S0032946022020053

Tags

compound renewal process; Gibbs change of the probability measure; large deviations principle; polymer pinning models; rate function

Authors

Logachov A.V. ^1,2,3 , Mogulskii A.A. ^1,2 , Prokopenko E.I. ^1,2

Affiliations

1	Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk, Russian Federation
2	Novosibirsk State University, Novosibirsk, Russian Federation
3	Novosibirsk State Technical University, Novosibirsk, Russian Federation

Funding (1)

Министерство науки и высшего образования РФ
Mathematical Center in Akademgorodok

075-15-2019-1613, 075-15-2022-281

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. © 2022, Pleiades Publishing, Inc.

Logachov A.V. , Mogulskii A.A. , Prokopenko E.I.
Large Deviation Principle for Terminating Multidimensional Compound Renewal Processes with Application to Polymer Pinning Models
Problems of Information Transmission. 2022. V.58. N2. P.144-159. DOI: 10.1134/S0032946022020053 WOS Scopus РИНЦ OpenAlex

Логачев А.В. , Могульский А.А. , Прокопенко Е.И.
Принцип больших уклонений для многомерных обобщенных процессов восстановления с приложением к связыванию полимеров
Проблемы передачи информации. 2022. Т.58. №2. С.48–65. DOI: 10.31857/S0555292322020053 РИНЦ MathNet

Web of science:	WOS:000824908800005
Scopus:	2-s2.0-85134080433
Elibrary:	51460362
OpenAlex:	W4285038368

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