A NOTE ON RENYI'S 'RECORD' PROBLEM AND ENGEL'S SERIES

作者:Fang, Lulu*; Wu, Min
来源:Proceedings of the Edinburgh Mathematical Society, 2018, 61(2): 363-369.
DOI:10.1017/S0013091517000116

摘要

In 1973, Williams [D. Williams, On Renyi's record' problem and Engel's series, Bull. London Math. Soc. 5 (1973), 235-237] introduced two interesting discrete Markov processes, namely C-processes and A-processes, which are related to record times in statistics and Engel's series in number theory respectively. Moreover, he showed that these two processes share the same classical limit theorems, such as the law of large numbers, central limit theorem and law of the iterated logarithm. In this paper, we consider the large deviations for these two Markov processes, which indicate that there is a difference between C-processes and A-processes in the context of large deviations.