Large deviations for martingales.

DOI10.1016/S0304-4149(01)00112-0zbMath1059.60033OpenAlexW1979459108MaRDI QIDQ1766013

Publication date: 25 February 2005

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

Full work available at URL: https://doi.org/10.1016/s0304-4149(01)00112-0

zbMATH Keywords

large deviations independent random variables martingale difference sequence stationary random fields stationary random variables martingale difference field

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stationary stochastic processes (60G10) Sums of independent random variables; random walks (60G50) Measure-preserving transformations (28D05) Large deviations (60F10)

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