Moderate deviations for bounded subsequences

DOI10.1155/JAMSA/2006/21782MaRDI QIDQ937471zbMATH OpenFDO

Authors George Stoica

Publication date 15 August 2008

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/54621

zbMATH Keywords

martingale differenceDavis' series

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Limit theorems in probability theory (60F99)

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• Series of moderate deviation probabilities for martingales
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• Some results on convergence rates for probabilities of moderate deviations for sums of random variables

Cites work

• 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?)
• 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 the Law of the Iterated Logarithm
• Convergence rates for probabilities of moderate deviations for sums of random variables with multidimensional indices
• Davis-type theorems for martingale difference sequences
• Exchangeable random variables and the subsequence principle
• 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)

• Moderate deviations for stationary sequences of Hilbert-valued bounded random variables
• 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?)
• Series of moderate deviation probabilities for martingales
• A Bernstein type inequality and moderate deviations for weakly dependent sequences

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