• A
  • A
  • A
  • АБВ
  • АБВ
  • АБВ
  • A
  • A
  • A
  • A
  • A
Обычная версия сайта
  • RU
  • EN
  • HSE University
  • Publications
  • Articles
  • Large Deviation Principle for Terminating Multidimensional Compound Renewal Processes with Application to Polymer Pinning Models
  • RU
  • EN
Расширенный поиск
Высшая школа экономики
Национальный исследовательский университет
Priority areas
  • business informatics
  • economics
  • engineering science
  • humanitarian
  • IT and mathematics
  • law
  • management
  • mathematics
  • sociology
  • state and public administration
by year
  • 2027
  • 2026
  • 2025
  • 2024
  • 2023
  • 2022
  • 2021
  • 2020
  • 2019
  • 2018
  • 2017
  • 2016
  • 2015
  • 2014
  • 2013
  • 2012
  • 2011
  • 2010
  • 2009
  • 2008
  • 2007
  • 2006
  • 2005
  • 2004
  • 2003
  • 2002
  • 2001
  • 2000
  • 1999
  • 1998
  • 1997
  • 1996
  • 1995
  • 1994
  • 1993
  • 1992
  • 1991
  • 1990
  • 1989
  • 1988
  • 1987
  • 1986
  • 1985
  • 1984
  • 1983
  • 1982
  • 1981
  • 1980
  • 1979
  • 1978
  • 1977
  • 1976
  • 1975
  • 1974
  • 1973
  • 1972
  • 1971
  • 1970
  • 1969
  • 1968
  • 1967
  • 1966
  • 1965
  • 1964
  • 1963
  • 1958
  • More
Subject
News
April 30, 2026
HSE Researchers Compile Scientific Database for Studying Childrens Eating Habits
The database created at HSE University can serve as a foundation for studying children’s eating habits. This is outlined in the study ‘The Influence of Age, Gender, and Social-Role Factors on Children’s Compliance with Age-Based Nutritional Norms: An Experimental Study Using the Dish-I-Wish Web Application.’ The work has been carried out as part of the HSE Basic Research Programme and was presented at the XXVI April International Academic Conference named after Evgeny Yasin.
April 30, 2026
New Foresight Centre Study Identifies the Most Destructive Global Trends for Humankind
A team of researchers from the HSE International Research and Educational Foresight Centre has examined how global trends affect the quality of human life—from life expectancy to professional fulfilment. The findings of the study titled ‘Human Capital Transformation under the Influence of Global Trends’ were published in Foresight.
April 28, 2026
Scientists Develop Algorithm for Accurate Financial Time Series Forecasting
Researchers at the HSE Faculty of Computer Science benchmarked more than 200,000 model configurations for predicting financial asset prices and realised volatility, showing that performance can be improved by filtering out noise at specific frequencies in advance. This technique increased accuracy in 65% of cases. The authors also developed their own algorithm, which achieves accuracy comparable to that of the best models while requiring less computational power. The study has been published in Applied Soft Computing.

 

Have you spotted a typo?
Highlight it, click Ctrl+Enter and send us a message. Thank you for your help!

Publications
  • Books
  • Articles
  • Chapters of books
  • Working papers
  • Report a publication
  • Research at HSE

?

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

Problems of Information Transmission. 2022. Vol. 58. No. 2. P. 144–159.
A. V. Logachov, Mogulskii A. A., E. I. Prokopenko

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.

Research target: Mathematics
Language: English
DOI
Keywords: large deviationsRate functioncompound renewal process
Similar publications
On Undecidability Degree of Theory of Figures in Countable and Uncountable Linear Spaces
Dudakov S., Lobachevskii Journal of Mathematics 2025 Vol. 46 No. 12 P. 6092–6102
We study the additive theory of arbitrary figures in linear spaces, that is, the theory of addition extended to sets of vectors. Our main result is the following: if a linear space is infinite, then the additive theory of figures admits interpreting second-order arithmetic and, therefore, it has such or higher degree of undecidability. For countably infinite spaces, ...
Added: May 1, 2026
On the minimum number of maximal distance-k independent sets in trees
Taletskii D., / Series arXiv "math". 2026.
A vertex subset of a graph is called a \textit{distance-$k$ independent set} if the distance between any two of its distinct vertices is at least $k + 1$. For all $n,k \geq 1$, we determine the minimum possible number of inclusion-wise maximal distance-$k$ independent sets among all $n$-vertex trees. It equals~$n$ if $n \leq k ...
Added: May 1, 2026
On Arithmetic Mirror Symmetry for smooth Fano fourfolds
Ovcharenko M., / Series arXiv "math". 2026.
We introduce an explicit class of tempered Laurent polynomials in the sense of Villegas and Doran--Kerr in n⩽4 variables including all Landau--Ginzburg models for smooth Fano threefolds with very ample anticanonical class. We check that it contains Landau--Ginzburg models for various Fano fourfolds which are complete intersections in smooth toric varieties and Grassmannians of planes, ...
Added: April 30, 2026
Influence of the Normal Magnetic Component to Magnetotail Current Sheet Forma
Domrin V. I., Malova H. V., V. Yu. Popov et al., Cosmic Research 2026 Vol. 64 No. 2 P. 238–252
During magnetospheric perturbations a relatively thin current sheet with thickness about several proton gyroradii forms in the Earth’s magnetotail. In a framework of the kinetic model describing current sheet thinning in the magnetotail, the processes of its formation are investigated depending on the normal magnetic field magnitude which affects both the current sheet structure and particle dynamics within ...
Added: April 27, 2026
Asymmetric Equilibrium Structures of Superthin Current Sheets: The Asymmetry of Plasma Sources
Tsareva O. O., Malova H. V., V. Yu. Popov et al., Plasma Physics Reports 2026 Vol. 52 No. 2 P. 179–185
The influence of asymmetry of plasma sources on the structure and spatial localization of a superthin current sheet (STCS) supported by demagnetized electrons is studied using a self-consistent model. The simulation takes into account the presence of a single plasma source in the northern hemisphere, which makes the plasma flow asymmetric. It is demonstrated that the asymmetry of ...
Added: April 27, 2026
On Suspension Equivalent Homeomorphisms
Pochinka O., Yakovlev E., Shmukler V., Russian Journal of Nonlinear Dynamics 2026
Every discrete dynamical system (cascade) generated by a homeomorphism induces a continuous dynamic system (flow) — a suspension. However, not every flow is equivalent to a suspension over a cascade, a necessary and sufficient condition for this is the existence of a global section for the flow. In the case of the existence, the flow is equivalent to ...
Added: April 24, 2026
Blobbed topological recursion and KP integrability
Kazaryan M., Dunin-Barkowski P., Bychkov B. et al., Selecta Mathematica, New Series 2026 Vol. 32 Article 25
We revise the notion of the blobbed topological recursion by extending it to the setting of generalized topological recursion as well as allowing blobs which do not necessarily admit topological expansion. We show that the so-called non-perturbative differentials form a special case of this revisited version of blobbed topological recursion. Furthermore, we prove the KP ...
Added: April 23, 2026
The universal gl-weight system and the chromatic polynomial
Kazaryan M., Lando S., Kodaneva N., Journal of Geometry and Physics 2026 No. 225 Article 105841
Weight systems associated to the Lie algebras 𝔤𝔩(N) for N = 1,2,... can be unified into auniversal one. The construction is based on an extension of the 𝔤𝔩(N) weight systems to permutations. This universal weight system takes values in the algebra of polynomials C[N;C1,C2,...] in infinitely many variables. We show that under the substitution Cm ...
Added: April 23, 2026
Разработка микросервиса ADP для идентификации источников выбросов на основе машинного обучения с подкреплением
Kychkin A., Chernitsin I., Прикладная информатика 2026 Т. 21 № 1 С. 40–58
The results of the development of a software microservice embedded in atmospheric air quality monitoring systems to support the identification of industrial pollution sources are presented. The emission and subsequent spread of harmful substances in the lower layers of the atmosphere is dynamic and characterized by high uncertainty due to the specific features of technological ...
Added: April 23, 2026
2026 International Conference on Artificial Intelligence, Computer, Data Sciences and Applications (ACDSA)
IEEE, 2026.
Added: April 21, 2026
О некоторых свойствах многочленов, наименее уклоняющихся от нуля на положительной полуоси по экспоненциальной норме
Galkin O., Galkina S., Ястребова И. Ю., Журнал Средневолжского математического общества 2026 Т. 28 № №1 С. 11–30
Polynomials of least deviation from zero play an important role in the theory and practice of numerical methods. They can be used to solve problems of optimizing the properties of various computational algorithms. Our work is devoted to the study of polynomials of least deviation from zero on a ray in the exponential norm. In ...
Added: April 20, 2026
On weak solutions to the 1d compressible Navier-Stokes equations: a Lipschitz continuous dependence on data in weaker norms and an error of their homogenization
Zlotnik Alexander, / Series arXiv "math". 2026. No. 2602.03481v1.
We deal with the global in time weak solutions to the 1D compressible Navier-Stokes system of equations for large discontinuous initial data and nonhomogeneous boundary conditions of three standard types. We prove the Lipschitz-type continuous dependence of the solution $(\eta,u,\theta)$, in a norm slightly stronger than $L^{2,\infty}(Q)\times L^2(Q)\times L^2(Q)$,  on the initial data $(\eta^0,u^0,e^0)$ in a ...
Added: April 18, 2026
Comparative Analysis of Incentive-Based and Structural Control in Games on Networks with Linear Best Response
Petrov I., Doklady Mathematics 2026 Vol. Volume 112 P. S103–S110
This paper examines games on networks with linear best responses, which allow for the analysis of how interaction structures influence agents’ strategic behavior. Special attention is given to intervention issues in such models, particularly in selecting optimal intervention strategies aimed at maximizing the central planner’s objective function. Two main control policies are analyzed: individual agent ...
Added: April 17, 2026
Asymptotic expansion of self-consistent energy levels of hydrogen atom in ortogonal electric and magnetic fields
A. V. Pereskokov, Theoretical and Mathematical Physics 2026 Vol. 226 No. 3 P. 470–484
We consider the spectral problem for a hydrogen atom in orthogonal electric and magnetic fields with an additional self-consistent field. We obtain an asymptotic expansion of self-consistent energy levels. We find an asymptotic expansion of asymptotic eigenfunctions near the sphere |q| = 2. We calculate the asymptotics of their norm in the space L2(R3). ...
Added: April 12, 2026
Моделирование развития компетентности магистрантов на основе вариационного принципа
Kolachev N., Адамский А. И., Drozdov D. et al., Моделирование и анализ данных 2026 Т. 16 № 1 С. 157–176
Context and relevance. Despite the widespread adoption of the competency-based approach in higher education, a gap remains between the understanding of competence as a dynamic process and the tools available for its design and management. Dominant practices of learning outcomes assessment rely on static “snapshots,” which limits the possibilities for forecasting and purposeful development of competence. ...
Added: April 10, 2026
A large-deviation principle for birth–death processes with a linear rate of downward jumps
Logachev A., Suhov Y., Vvedenskaya N. et al., Journal of Applied Probability 2024 Vol. 61 No. 3 P. 781–801
Birth–death processes form a natural class where ideas and results on large deviations can be tested. We derive a large-deviation principle under an assumption that the rate of jump down (death) grows asymptotically linearly with the population size, while the rate of jump up (birth) grows sublinearly. We establish a large-deviation principle under various forms ...
Added: February 19, 2025
Processes with catastrophes: Large deviation point of view
A. Logachov, Logachova O., Yambartsev A., Stochastic Processes and their Applications 2024 Vol. 176 Article 104447
In this paper, we propose a new definition of catastrophes and present our results on large deviations for Poisson processes with catastrophes that satisfy this definition. Our earlier work focused on (almost) uniformly distributed catastrophes, but the current paper extends the results to a larger class of catastrophes. We show that the rate function remains ...
Added: December 7, 2024
Large Fluctuations in two-level systems with stimulated emission
Pechersky E. A., Pirogov S. A., Schütz G. M. et al., Theoretical and Mathematical Physics 2019 Vol. 198 No. 1 P. 118–128
We consider a system of N identical independent Markov processes, each taking values 0 or 1. The system describes the stochastic dynamics of an ensemble of two-level atoms. The atoms are exposed to a photon flux. Under the photon flux action, each atom changes its state with some rates either from its ground state (state 0) to the excited ...
Added: December 5, 2020
Large emission regime in mean field luminescence
Pechersky E., Pirogov S. A., Schütz G. M. et al., Moscow Mathematical Journal 2019 Vol. 19 No. 1 P. 107–120
We study a class of random processes on N particles which can be interpreted as stochastic model of luminescence. Each particle can stay in one of two states: Excited state or ground state. Any particle at ground state is excited with a constant rate (pumping). The number of excited particles decreases by means of photon emission through ...
Added: December 5, 2020
Cramér type moderate deviations for trimmed L-statisitics
Gribkova N., Mathematical Methods of Statistics 2016 Vol. 25 No. 4 P. 313–322
We establish Cramér type moderate deviation results for heavy trimmed L-statistics; we obtain our results under a very mild smoothness condition on the inversion F −1 (F is the underlying distribution function of i.i.d. observations) near two points, where trimming occurs, we assume also some smoothness of weights of the L-statistic. Our results complement previous work on Cramér type large deviations ...
Added: February 28, 2020
Cramér type large deviations for trimmed L-statistics
Gribkova N., Probability and Mathematical Statistics 2017 Vol. 37 No. 1 P. 101–118
In this paper, we propose a new approach to the investigation of asymptotic properties of trimmed L-statistics and we apply it to the Cramér type large deviation problem. Our results can be compared with those in Callaert et al. (1982) – the first and, as far as we know, the single article where some results ...
Added: February 28, 2020
Population dynamics with moderate tails of the underlying random walk
Molchanov S., Vainberg B., SIAM Journal on Mathematical Analysis 2019 Vol. 51 No. 3 P. 1824–1835
Symmetric random walks in $R^d$ and $Z^d$ are considered. It is assumed that the jump distribution density has moderate tails, i.e., several density moments are finite, including the second one. The global (for all $x$ and $t$) asymptotic behavior at infinity of the transition probability (fundamental solution of the corresponding parabolic convolution operator) is found. ...
Added: November 14, 2019
Goodness-of-Fit Tests Based on a Characterization of Logistic Distribution
Nikitin Y. Y., Ragozin I. A., Vestnik St. Petersburg University: Mathematics 2019 Vol. 52 No. 2 P. 169–177
The logistic family of distributions belongs to the class of important families in the theory of probability and mathematical statistics. However, the goodness-of-fit tests for the composite hypothesis of belonging to the logistic family with unknown location parameter against the general alternatives have not been sufficiently explored. We propose two new goodness-of-fit tests: the integral ...
Added: October 1, 2019
Large deviations for the empirical measure of heavy-tailed Markov renewal processes
Mariani M., Zambotti L., Advances in Applied Probability 2016 Vol. 48 No. 3 P. 648–671
A large deviations principle is established for the joint law of the empirical measure and the flow measure of a Markov renewal process on a finite graph. We do not assume any bound on the arrival times, allowing heavy-tailed distributions. In particular, the rate function is in general degenerate (it has a nontrivial set of ...
Added: December 10, 2017
  • About
  • About
  • Key Figures & Facts
  • Sustainability at HSE University
  • Faculties & Departments
  • International Partnerships
  • Faculty & Staff
  • HSE Buildings
  • HSE University for Persons with Disabilities
  • Public Enquiries
  • Studies
  • Admissions
  • Programme Catalogue
  • Undergraduate
  • Graduate
  • Exchange Programmes
  • Summer University
  • Summer Schools
  • Semester in Moscow
  • Business Internship
  • Research
  • International Laboratories
  • Research Centres
  • Research Projects
  • Monitoring Studies
  • Conferences & Seminars
  • Academic Jobs
  • Yasin (April) International Academic Conference on Economic and Social Development
  • Media & Resources
  • Publications by staff
  • HSE Journals
  • Publishing House
  • iq.hse.ru: commentary by HSE experts
  • Library
  • Economic & Social Data Archive
  • Video
  • HSE Repository of Socio-Economic Information
  • HSE1993–2026
  • Contacts
  • Copyright
  • Privacy Policy
  • Site Map
Edit