Large and moderate deviations of weak record numbers in random walks

Abstract

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.

A new version is posted by the coauthor in the identifier 1909.09763

References in corpus (2)

• Universal First-passage Properties of Discrete-time Random Walks and Levy Flights on a Line: Statistics of the Global Maximum and Records
• Universal Record Statistics of Random Walks and Lévy Flights