PENG Wenjie, LI Yuqiang, . Asymptotic Probability of Record Numbers in Random Walks[J]. Chinese Journal of Applied Probability and Statistics, 2025, 41(1): 17-27.
Citation: PENG Wenjie, LI Yuqiang, . Asymptotic Probability of Record Numbers in Random Walks[J]. Chinese Journal of Applied Probability and Statistics, 2025, 41(1): 17-27.

Asymptotic Probability of Record Numbers in Random Walks

  • In this paper, large deviations principle (LDP) and moderate deviations 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, which are interesting complements of the conclusions by Li and Yao1.
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