English

A note on R\'enyi's "record" problem and Engel's series

Statistics Theory 2016-07-28 v3 Statistics Theory

Abstract

In 1973, Williams introduced two interesting discrete Markov processes, namely CC-processes and AA-processes, which are related to record times in statistics and Engel's series in number theory respectively. Moreover, he showed that these two processes share the same classical limit theorems, such as the law of large numbers, central limit theorem and law of the iterated logarithm. In this paper, we consider the large deviations for these two Markov processes, which indicate that there is a difference between CC-processes and AA-processes in the context of large deviations.

Keywords

Cite

@article{arxiv.1607.03173,
  title  = {A note on R\'enyi's "record" problem and Engel's series},
  author = {Lulu Fang and Min Wu},
  journal= {arXiv preprint arXiv:1607.03173},
  year   = {2016}
}

Comments

7 pages. Some conclusions are added in this newest version