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

A. Logachov; A. Mogulskii; E. Prokopenko

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arXiv · 2112.09640

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

A. Logachov·A. Mogulskii·E. Prokopenko

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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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A. Logachov, A. Mogulskii, E. Prokopenko. 2021-12-17. Large deviations principle for terminating multidimensional compound renewal processes with application to polymer pinning models. https://arxiv.org/abs/2112.09640

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