Asymptotic probability of record numbers in random walks
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Abstract: In this paper, large deviation principle (LDP) and moderate deviation principle (MDP) of record numbers in random walks are studied under certain conditions. The results show that the rate functions of LDP and MDP are different from those of weak record numbers as interesting complements of the results in Li and Yao.
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Keywords:
- random walk /
- record number /
- large deviation /
- moderate deviation
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