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

2021/12/17 by A. V. Logachov, Logachov, A., A. Mogulskii +3
Mathematics · Physics and Astronomy · #60F10 #60K05 #60K35 #FOS: Mathematics #Probability (math.PR) #Stochastic processes and statistical mechanics #Theoretical and Computational Physics

paper · pdf · doi:10.48550/arxiv.2112.09640

openalex publication_date 2021/12/17 · openalex created_date 2022/05/05 · openalex updated_date 2026/07/28

Abstract

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.

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