English

Limit Properties of Record Numbers in Random walks

Probability 2024-01-30 v1

Abstract

In this paper, we systematically summarize and enhance the understanding of weak convergence and functional limits of record numbers in discrete-time random walks under Spitzer's condition, and extend these findings to σ\sigma--record numbers using similar methods. Additionally, we identify a sufficient condition for the existence of functional limits for record numbers in continuous-time random walks. Finally, we derive corresponding results for large deviations, moderate deviations, and laws of the iterated logarithm pertaining to record numbers in discrete-time random walks.

Keywords

Cite

@article{arxiv.2401.15445,
  title  = {Limit Properties of Record Numbers in Random walks},
  author = {Penghui Lu and Yuqiang Li and Qiang Yao},
  journal= {arXiv preprint arXiv:2401.15445},
  year   = {2024}
}

Comments

15 pages