Large deviations principle for terminating multidimensional compound renewal processes with application to polymer pinning models
Autor: | Logachov, A., Mogulskii, A., Prokopenko, E. |
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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 |
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