Moderate deviations for bounded subsequences
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Summary: We study Davis' series of moderate deviations probabilities for \(L^{p}\)-bounded sequences of random variables (\(p>2\)). A certain subseries therein is convergent for the same range of parameters as in the case of martingale difference or i.i.d. sequences.
Recommendations
- Series of moderate deviation probabilities for martingales
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Cites work
- A general strong law
- A principle of subsequences in probability theory: The central limit theorem
- A subsequence principle in probability theory. II: The law of theiterated logarithm
- Convergence Rates for Probabilities of Moderate Deviations
- Convergence rates for probabilities of moderate deviations for sums of random variables with multidimensional indices
- Convergence Rates for the Law of the Iterated Logarithm
- Davis-type theorems for martingale difference sequences
- Exchangeable random variables and the subsequence principle
- scientific article; zbMATH DE number 193011 (Why is no real title available?)
- scientific article; zbMATH DE number 3560401 (Why is no real title available?)
- scientific article; zbMATH DE number 1774247 (Why is no real title available?)
- Limit theorems for subsequences of arbitrarily-dependent sequences of random variables
- Necessary and sufficient conditions for complete convergence in the law of large numbers
- On complete convergence in the law of large numbers for subsequences
- Series of moderate deviation probabilities for martingales
Cited in
(6)- Series of moderate deviation probabilities for martingales
- Davis-type theorems for martingale difference sequences
- scientific article; zbMATH DE number 1471897 (Why is no real title available?)
- scientific article; zbMATH DE number 1774247 (Why is no real title available?)
- A Bernstein type inequality and moderate deviations for weakly dependent sequences
- Moderate deviations for stationary sequences of Hilbert-valued bounded random variables
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