随机游动记录数的渐进概率

Asymptotic probability of record numbers in random walks

详细信息

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.
- random walk /
- record number /
- large deviation /
- moderate deviation
摘要: 本文研究了在一定条件下的随机游动中记录数的大偏差和中偏差极限定理. 结果表明记录数的大偏差和中偏差的速率函数与弱记录数的相应速率函数有所不同。文章结果是Li and Yao 结果的有趣补充, 有助于我们更好地理解随机游动的波动理论.
- 随机游动 /
- 记录数 /
- 大偏差 /
- 中偏差