Large deviations for martingales via Cramér's method (Q1613595): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: I. G. Grama / rank | |||
Normal rank | |||
| Property / reviewed by | |||
| Property / reviewed by: Petr Lachout / rank | |||
Normal rank | |||
Revision as of 14:23, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations for martingales via Cramér's method |
scientific article |
Statements
Large deviations for martingales via Cramér's method (English)
0 references
29 August 2002
0 references
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.
0 references
martingales
0 references
large deviations
0 references
rate of convergence
0 references
