Deviations for Weak Record Numbers in Simple Random Walks
LI Yuqiang; YAO Qiang
Key Laboratory of Advanced Theory and Application in Statistics and Data Science-MOE,School of Statistics, East China Normal University, Shanghai, 200062, China
Record numbers are important statistics in random walk models. Their deviation principles are unknown as far as we know. In this article, we provide the asymptotic probabilities of large and moderate deviations for the number of weak records in one-dimensional symmetric simple random walks.
The project was supported by the National Natural Science Foundation of China (Grant No. 11671145), the Natural Science Foundation of Shanghai (Grant No. 16ZR1409700) and the Program of China Scholarships Council (Grant No. 201806145024). The project was supported in part by the Science and Technology Commission of Shanghai Municipality(Grant No. 18dz2271000).
引用本文:
李育强; 姚强. 简单随机游动弱记录数的偏差[J]. 应用概率统计, 2021, 37(5): 515-522.
LI Yuqiang; YAO Qiang. Deviations for Weak Record Numbers in Simple Random Walks. CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST, 2021, 37(5): 515-522.
