摘要
记录数是随机游动模型中的一个基础统计量.本文给出了直线上简单对称随机游动弱记录数的大偏差和中偏差.
Record numbers are important statistics in random walk models.Their deviation principles are unknown as far as we know.In this article,we provide the asymptotic probabilities of large and moderate deviations for the number of weak records in one-dimensional symmetric simple random walks.
作者
李育强
姚强
LI Yuqiang;YAO Qiang(Key Laboratory of Advanced Theory and Application in Statistics and Data Science-MOE,School of Statistics,East China Normal University,Shanghai,200062,China)
出处
《应用概率统计》
CSCD
北大核心
2021年第5期515-522,共8页
Chinese Journal of Applied Probability and Statistics
基金
The project was supported by the National Natural Science Foundation of China(Grant No.11671145)
the Natural Science Foundation of Shanghai(Grant No.16ZR1409700)
the Program of China Scholarships Council(Grant No.201806145024)
The project was supported in part by the Science and Technology Commission of Shanghai Municipality(Grant No.18dz2271000).
关键词
随机游动
记录数
大偏差
中偏差
random walks
weak record numbers
large deviations principle
moderate deviations principle
