LI Yuqiang, YAO Qiang. Deviations for Weak Record Numbers in Simple Random Walks[J]. Chinese Journal of Applied Probability and Statistics, 2021, 37(5): 515-522. DOI: 10.3969/j.issn.1001-4268.2021.05.007
Citation:
LI Yuqiang, YAO Qiang. Deviations for Weak Record Numbers in Simple Random Walks[J]. Chinese Journal of Applied Probability and Statistics, 2021, 37(5): 515-522. DOI: 10.3969/j.issn.1001-4268.2021.05.007
LI Yuqiang, YAO Qiang. Deviations for Weak Record Numbers in Simple Random Walks[J]. Chinese Journal of Applied Probability and Statistics, 2021, 37(5): 515-522. DOI: 10.3969/j.issn.1001-4268.2021.05.007
Citation:
LI Yuqiang, YAO Qiang. Deviations for Weak Record Numbers in Simple Random Walks[J]. Chinese Journal of Applied Probability and Statistics, 2021, 37(5): 515-522. DOI: 10.3969/j.issn.1001-4268.2021.05.007
Deviations for Weak Record Numbers in Simple Random Walks
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.
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