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

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Abstract

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.

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Funding

The research was carried out at the Mathematical Center in Akademgorodok, Novosibirsk, agreement no. 075-15-2022-282 with the Ministry of Science and Higher Education of the Russian Federation.

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Authors and Affiliations

  1. Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk, Russia

    A. V. Logachov, A. A. Mogulskii & E. I. Prokopenko

  2. Novosibirsk State University, Novosibirsk, Russia

    A. V. Logachov, A. A. Mogulskii & E. I. Prokopenko

  3. Novosibirsk State Technical University, Novosibirsk, Russia

    A. V. Logachov

Authors
  1. A. V. Logachov
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  2. A. A. Mogulskii
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  3. E. I. Prokopenko
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Additional information

Translated from Problemy Peredachi Informatsii, 2022, Vol. 58, No. 2, pp. 48–65 https://doi.org/10.31857/S0555292322020053.

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Logachov, A., Mogulskii, A. & Prokopenko, E. Large Deviation Principle for Terminating Multidimensional Compound Renewal Processes with Application to Polymer Pinning Models. Probl Inf Transm 58, 144–159 (2022). https://doi.org/10.1134/S0032946022020053

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