Large and moderate deviations of weak record numbers in random walks
Probability
2023-01-10 v2
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.
Cite
@article{arxiv.2101.03582,
title = {Large and moderate deviations of weak record numbers in random walks},
author = {Yuqiang Li and Qiang Yao},
journal= {arXiv preprint arXiv:2101.03582},
year = {2023}
}
Comments
A new version is posted by the coauthor in the identifier 1909.09763