Large deviations for martingales via Cramér's method (Q1613595)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1792504
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Large deviations for martingales via Cramér's method |
scientific article; zbMATH DE number 1792504 |
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
0 references
0 references
0.8476728200912476
0 references
0.845780611038208
0 references
0.834034264087677
0 references
0.8153071403503418
0 references
