Large deviations for martingales with some applications

DOI10.1007/BF00992617zbMATH Open0826.60021MaRDI QIDQ1897265FDOQ1897265

Authors: Alfredas Račkauskas 

Publication date: 14 November 1995

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

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zbMATH Keywords

central limit theoremlarge deviationsmartingale difference sequencerate of uniform convergence

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42)

Cites Work

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• On the rate of convergence in the central limit theorem for martingales with discrete and continuous time
• Best constants in martingale version of Rosenthal's inequality
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• Exact convergence rates in some martingale central limit theorems
• A nonuniform bound on the rate of convergence in the martingale central limit theorem
• Title not available (Why is that?)
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• On probabilities of large deviations in Banach spaces
• Certain non-uniform rates of convergence to normality for a restricted class of martingales

Cited In (19)

• Moderate deviation principle for Brownian motions on the unit sphere in \(\mathbb R^d\)
• Large deviations for martingales via Cramér's method
• Cramér-type moderate deviations for stationary sequences of bounded random variables
• Davis-type theorems for martingale difference sequences
• Non-uniform Berry-Esseen bounds for martingales with applications to statistical estimation
• On the Complete Convergence of Martingale
• Cramér's moderate deviations for martingales with applications
• A martingale inequality and large deviations.
• Cramér type moderate deviations for self-normalized \(\psi \)-mixing sequences
• Title not available (Why is that?)
• Cramér moderate deviation expansion for martingales with one-sided Sakhanenko's condition and its applications
• Self-normalized Cramér type moderate deviations for martingales and applications
• Self-normalized Cramér type moderate deviations for stationary sequences and applications
• Probabilities of large deviations for martingales
• Moderate deviations for martingale differences and applications to φ -mixing sequences
• Cramér large deviation expansions for martingales under Bernstein's condition
• A generalization of Cramér large deviations for martingales
• Dependent versions of a central limit theorem for the squared length of a sample mean
• Large deviations for martingales and derivatives

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