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2022 Large and moderate deviations for record numbers in some non–nearest neighbor random walks
Yuqiang Li, Qiang Yao
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Electron. Commun. Probab. 27: 1-13 (2022). DOI: 10.1214/22-ECP497

Abstract

The deviation principles of record numbers in random walk models have not been completely investigated, especially for the non–nearest neighbor cases. In this paper, we derive the asymptotic probabilities of large and moderate deviations for the number of “weak records” (or “ladder points”) in two kinds of one–dimensional non–nearest neighbor random walks. The proofs depend only on the direct analysis of random walks. We illustrate that the traditional method of analyzing the local time of Brownian motions, which is often adopted for the simple random walks, would lead to wrong conjectures for our cases.

Funding Statement

The project was supported by the National Natural Science Foundation of China (Grant No. 11671145) and the Science and Technology Commission of Shanghai Municipality (Grant No. 18dz2271000).

Acknowledgment

We would like to thank the anonymous referee for the useful suggestions, which help a lot to improve the manuscript.

Citation

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Yuqiang Li. Qiang Yao. "Large and moderate deviations for record numbers in some non–nearest neighbor random walks." Electron. Commun. Probab. 27 1 - 13, 2022. https://doi.org/10.1214/22-ECP497

Information

Received: 29 June 2021; Accepted: 6 November 2022; Published: 2022
First available in Project Euclid: 22 November 2022

Digital Object Identifier: 10.1214/22-ECP497

Subjects:
Primary: 60F10 , 60G50

Keywords: Large Deviations Principle , moderate deviations principle , non–nearest neighbor random walks , weak record numbers

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