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Asymptotic Probability of Record Numbers in Random Walks
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作者 PENG Wenjie LI Yuqiang 《应用概率统计》 北大核心 2025年第1期17-27,共11页
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 dif... 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 Yao[1]. 展开更多
关键词 random walk record number large deviation moderate deviation
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