You can bind to ajax calls like this:
<%= link_to my_path, method: :delete, confirm: 'Delete?', class: 'link-delete', 'data-message' => 'Are you sure?', 'data-severity' => 'danger', :remote => true do %>
<i class="icon-trash"></i>
<% end %>
$('.link-delete').bind('ajax:beforeSend', function() {
$('#mySpinner').show();
});
$('.link-delete').bind('ajax:complete', function() {
$('#mySpinner').hide();
});