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

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).

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Year of publication:	2012
Authors:	Kousha, Termeh
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 2, p. 340-347
Publisher:	Elsevier
Subject:	Dyck paths \| Catalan number \| Moderate deviation principle \| Brownian excursion

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010571827