Large and moderate deviations for record numbers in some non–nearest neighbor random walks
نویسندگان
چکیده
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 asymptotic probabilities large and moderate deviations number "weak records"(or "ladder points") two kinds one-dimensional walks. proofs depend only on direct analysis We illustrate that traditional method analyzing local time Brownian motions, which is often adopted simple walks, would lead to wrong conjectures our
منابع مشابه
Large Deviations for Random Walks in a Mixing Random Environment and Other (Non-Markov) Random Walks
We extend a recent work by S. R. S. Varadhan [8] on large deviations for random walks in a product random environment to include more general random walks on the lattice. In particular, some reinforced random walks and several classes of random walks in Gibbs fields are included. c © 2004 Wiley Periodicals, Inc.
متن کاملLaws of Large Numbers for Random Linear
The computational solution of large scale linear programming problems contains various difficulties. One of the difficulties is to ensure numerical stability. There is another difficulty of a different nature, namely the original data, contains errors as well. In this paper, we show that the effect of the random errors in the original data has a diminishing tendency for the optimal value as the...
متن کاملModerate deviations for the range of planar random walks
Given a symmetric random walk in Z2 with finite second moments, let Rn be the range of the random walk up to time n. We study moderate deviations for Rn −ERn and ERn−Rn. We also derive the corresponding laws of the iterated logarithm.
متن کاملQuenched Free Energy and Large Deviations for Random Walks in Random Potentials
We study quenched distributions on random walks in a random potential on integer lattices of arbitrary dimension and with an arbitrary finite set of admissible steps. The potential can be unbounded and can depend on a few steps of the walk. Directed, undirected and stretched polymers, as well as random walk in random environment, are covered. The restriction needed is on the moment of the poten...
متن کاملLarge Deviations and Phase Transition for Random Walks in Random Nonnegative Potentials
We establish large deviation principles and phase transition results for both quenched and annealed settings of nearest-neighbor random walks with constant drift in random nonnegative potentials on Zd. We complement the analysis of Zerner (1996), where a shape theorem on the Lyapunov functions and a large deviation principle in absence of the drift are achieved for the quenched setting.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 2022
ISSN: ['1083-589X']
DOI: https://doi.org/10.1214/22-ecp497