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

Autor: Logachov, A., Mogulskii, A., Prokopenko, E.
Jazyk: ruština
Rok vydání: 2021
Předmět:
Druh dokumentu: Working Paper
Popis: 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.
Comment: in Russian
Databáze: arXiv