5 papers
Large deviations principle for terminating multidimensional compound renewal processes with application to polymer pinning models
A. Logachov, A. Mogulskii, E. Prokopenko
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 ch…
Limit theorems for the maximal path weight in a directed graph on the line with random weights of edges
S. Foss, T. Konstantopoulos, A. Logachev +1
We consider the infinite directed graph with vertices the set of integers ...,-2,-1,0,1,2,... . Let v be a random variable taking either finite values or value "minus infinity". Co…
Local theorems for arithmetic compound renewal processes, when Cramer's condition holds
Anatolii Mogulskii
We continue the study of the compound renewal processes (c.r.p.), where the moment Cramer's condition holds (see [1]-[10], where the study of c.r.p. was started). In the paper arit…
Large Deviations for Processes on Half-Line: Random Walk and Compound Poisson
F. C. Klebaner, A. A. Mogulskii
We establish, under the Cramer exponential moment condition in a neighbourhood of zero, the Extended Large Deviation Principle for the Random Walk and the Compound Poisson processe…
Large deviations for excursions of non-homogeneous Markov processes
A. Mogulskii, E. Pechersky, A. Yambartsev
In this paper, the large deviations on trajectory level for ergodic Markov processes are studied. These processes take values in the non-negative quadrant of the two dimension latt…