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 --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