PENG Wenjie, LI Yuqiang. Asymptotic Probability of Record Numbers in Random WalksJ. Chinese Journal of Applied Probability and Statistics, 2025, 41(1): 17-27. DOI: 10.12460/j.issn.1001-4268.aps.2025.2023006
Citation:
PENG Wenjie, LI Yuqiang. Asymptotic Probability of Record Numbers in Random WalksJ. Chinese Journal of Applied Probability and Statistics, 2025, 41(1): 17-27. DOI: 10.12460/j.issn.1001-4268.aps.2025.2023006
PENG Wenjie, LI Yuqiang. Asymptotic Probability of Record Numbers in Random WalksJ. Chinese Journal of Applied Probability and Statistics, 2025, 41(1): 17-27. DOI: 10.12460/j.issn.1001-4268.aps.2025.2023006
Citation:
PENG Wenjie, LI Yuqiang. Asymptotic Probability of Record Numbers in Random WalksJ. Chinese Journal of Applied Probability and Statistics, 2025, 41(1): 17-27. DOI: 10.12460/j.issn.1001-4268.aps.2025.2023006
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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