Large deviations for martingales via Cramér's method

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Publication:1613595

DOI10.1016/S0304-4149(99)00079-4zbMath0997.60019MaRDI QIDQ1613595

Erich Haeusler, I. G. Grama

Publication date: 29 August 2002

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)




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