arXiv:2101.03582 Abstract | arXiv Analytics

arXiv:2101.03582 [math.PR]Abstract References Reviews Resources

Large and moderate deviations of weak record numbers in random walks

Published 2021-01-10Version 1

Record numbers are basic statistics in random walks, whose deviation principles are not very clear so far. In this paper, the asymptotic probabilities of large and moderate deviations for numbers of weak records in right continuous or left continuous random walks are proved.

Comments: 17 pages. arXiv admin note: substantial text overlap with arXiv:1909.09763

Categories: math.PR

Subjects: 60F10, 60J50

Keywords: weak record numbers, moderate deviations, left continuous random walks, basic statistics, deviation principles

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