Series of moderate deviation probabilities for martingales
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Publication:2484190
DOI10.1016/j.jmaa.2004.12.005zbMath1075.60042MaRDI QIDQ2484190
Publication date: 1 August 2005
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2004.12.005
Related Items
Limit theorems for identically distributed martingale difference, On the rate of convergence in the strong law of large numbers for martingales, Moderate deviations for bounded subsequences, Convergence rates in precise asymptotics for a kind of complete moment convergence
Cites Work
- Convergence rates for probabilities of moderate deviations for sums of random variables with multidimensional indices
- Precise asymptotics in the Baum-Katz and Davis laws of large numbers
- Large deviations for martingales.
- Precise asymptotics in the law of the iterated logarithm.
- Convergence Rates for the Law of the Iterated Logarithm
- Convergence Rates for Probabilities of Moderate Deviations