彭文杰, 李育强. Asymptotic probability of record numbers in random walks[J]. Chinese Journal of Applied Probability and Statistics. DOI: 10.12460/j.issn.1001-4268.aps.2024.2023006
Citation:
彭文杰, 李育强. Asymptotic probability of record numbers in random walks[J]. Chinese Journal of Applied Probability and Statistics. DOI: 10.12460/j.issn.1001-4268.aps.2024.2023006
彭文杰, 李育强. Asymptotic probability of record numbers in random walks[J]. Chinese Journal of Applied Probability and Statistics. DOI: 10.12460/j.issn.1001-4268.aps.2024.2023006
Citation:
彭文杰, 李育强. Asymptotic probability of record numbers in random walks[J]. Chinese Journal of Applied Probability and Statistics. DOI: 10.12460/j.issn.1001-4268.aps.2024.2023006
Asymptotic probability of record numbers in random walks
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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