Large deviations for martingales via Cramér's method (Q1613595): Difference between revisions
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Revision as of 04:04, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for martingales via Cramér's method |
scientific article |
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Large deviations for martingales via Cramér's method (English)
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29 August 2002
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The paper presents large deviation results for discrete martingales. The derived estimates are closed to the estimate in i.i.d. case. The range \([1,O(n^{1/6})]\), respectively \([1,O(n^{1/4})]\), is covered in regular cases.
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martingales
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large deviations
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rate of convergence
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