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Bibliographic Details
Main Authors: Lu, Penghui, Li, Yuqiang, Yao, Qiang
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2401.15445
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Table of Contents:
  • In this paper, we systematically summarize and enhance the understanding of weak convergence and functional limits of record numbers in discrete-time random walks under Spitzer's condition, and extend these findings to $σ$--record numbers using similar methods. Additionally, we identify a sufficient condition for the existence of functional limits for record numbers in continuous-time random walks. Finally, we derive corresponding results for large deviations, moderate deviations, and laws of the iterated logarithm pertaining to record numbers in discrete-time random walks.