Asymptotic behavior and the moderate deviation principle for the maximum of a Dyck path

Termeh Kousha

Statistics & Probability Letters, 2012, vol. 82, issue 2, 340-347

Abstract: In this work, we obtain a large and moderate deviation principle for the law of the maximum of a random Dyck path. Our result extends the results of Chung (1976), Kennedy (1976) and Khorunzhiy and Marckert (2009).

Keywords: Dyck paths; Catalan number; Moderate deviation principle; Brownian excursion (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:82:y:2012:i:2:p:340-347

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DOI: 10.1016/j.spl.2011.10.015

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