简单随机游动弱记录数的偏差

doi:10.3969/j.issn.1001-4268.2021.05.007

Abstract
Figure/Table
References (0)
Related Citation (14)

Download: PDF (480 KB) HTML (1 KB)
Export: BibTeX | EndNote (RIS)

Abstract

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.

Key words： random walks weak record numbers large deviations principle moderate deviations principle

PACS:

O211.4

Fund:

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).

	Service

	E-mail this article
	Add to my bookshelf
	Add to citation manager
	E-mail Alert
	RSS
	Articles by authors
	LI Yuqiang
	YAO Qiang

Cite this article:

LI Yuqiang,YAO Qiang. Deviations for Weak Record Numbers in Simple Random Walks[J]. CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST, 2021, 37(5): 515-522.

URL:

http://aps.ecnu.edu.cn/EN/10.3969/j.issn.1001-4268.2021.05.007 OR http://aps.ecnu.edu.cn/EN/Y2021/V37/I5/515