Moderate deviations for bounded subsequences (Q937471): Difference between revisions
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moderate deviations for bounded subsequences |
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Moderate deviations for bounded subsequences (English)
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15 August 2008
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Summary: We study Davis' series of moderate deviations probabilities for \(L^{p}\)-bounded sequences of random variables (\(p>2\)). A certain subseries therein is convergent for the same range of parameters as in the case of martingale difference or i.i.d. sequences.
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Davis' series
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martingale difference
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