Large and moderate deviations of weak record numbers in random walks

2021/01/10 by Li, Yuqiang, Yao, Qiang
#60F10 #60J50 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2101.03582

Abstract

Record numbers are basic statistics in random walks, whose deviation principles are not very clear so far. In this paper, the asymptotic probabilities of large and moderate deviations for numbers of weak records in right continuous or left continuous random walks are proved.

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