A note on large deviations for weak records (Q2497805)
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English | A note on large deviations for weak records |
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A note on large deviations for weak records (English)
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4 August 2006
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Let \(X^w(n)\) be weak record values derived from samples of i.i.d. random variables \((X_k)_{k\geq 1}\) with nonnegative integer values. The large deviations estimates for the probabilities \(\mathbf{P}((1-\beta)X^w(n)>x\sqrt{\beta n}+\beta n)\) and \(\mathbf{P}((1-\beta)X^w(n)<-x\sqrt{\beta n}+\beta n)\) are obtained, with \(\beta=\lim_{n\to \infty}\frac{\mathbf{P}(X_1\geq n+1)}{\mathbf{P}(X_1\geq n)}\).
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central limit theorem
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large deviations
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weak records
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