Large deviations for martingales and derivatives (Q2268067)
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English | Large deviations for martingales and derivatives |
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Large deviations for martingales and derivatives (English)
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10 March 2010
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The authors consider large deviations principle for two closely related sequences of linear operators \(T_n\) on \(L_1(\mathbb R):\) one is given by the Lebesgue derivatives and the other one by the dyadic martingale. They prove both positive and negative results concerning the convergence of \[ \sum_{n=1}^{\infty}m \big\{|T_{m_n}f(x)|\geq w_n\big\}, \] where \(m_n\) are positive integer numbers, \(w_n\) are positive real numbers.
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martingales
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Lebesgue derivatives
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large deviations
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