Limit Properties of Record Numbers in Random walks

Penghui Lu,Yuqiang Li,Qiang Yao

arxiv(2024)

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摘要
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.
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