Moderate deviations for martingales and mixing random processes
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The author presents some moderate deviation theorems for martingales and mixing processes.
Cites work
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- Large deviations and stochastic homogenization
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Cited in
(30)- Functional law of iterated logarithm for additive functionals of reversible Markov processes
- Moderate deviations for a stochastic wave equation in dimension three
- Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators
- Moderate deviations for M-estimators in linear models with -mixing errors
- Moderate deviations and hypothesis testing for signal detection problem
- Moderate deviations of density-dependent Markov chains
- Cramér moderate deviation expansion for martingales with one-sided Sakhanenko's condition and its applications
- Self-normalized Cramér type moderate deviations for stationary sequences and applications
- Moderate deviations for nonhomogeneous Markov chains
- Cramér-type moderate deviations for stationary sequences of bounded random variables
- Moderate deviations for a stochastic Burgers equation
- Moderate deviations for neutral stochastic differential delay equations with jumps
- An asymptotic expansion for probabilities of moderate deviations for multivariate martingales
- Moderate deviation principle for Brownian motions on the unit sphere in R^d
- On non-ergodic asset prices
- Moderate deviations for the SSEP with a slow bond
- Moderate deviations for fourth-order stochastic heat equations with fractional noises
- Moderate deviations for martingale differences and applications to φ -mixing sequences
- Moderate deviations of functional of Markov Processes
- Moderate deviations for recursive stochastic algorithms
- Moderate deviation principle for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction
- Limit theorems for quantum trajectories
- Large and moderate deviations for a discrete-time marked Hawkes process
- The asymptotic behaviors for autoregression quantile estimates
- Cramér's moderate deviations for martingales with applications
- Moderate deviations for the optimal values of sample average approximation with adaptive multiple importance sampling
- Moderate deviation principles for stochastic differential equations with jumps
- Moderate deviations for the facilitated exclusion process in equilibrium
- Moderate deviations for stationary sequences of bounded random variables
- Moderate deviations for Poisson-Dirichlet distribution
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