Large deviations for martingales with some applications
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Publication:1897265
DOI10.1007/BF00992617zbMath0826.60021MaRDI QIDQ1897265
Publication date: 14 November 1995
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Large deviations (60F10)
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Cites Work
- On the rate of convergence in the central limit theorem for martingales with discrete and continuous time
- A nonuniform bound on the rate of convergence in the martingale central limit theorem
- On probabilities of large deviations in Banach spaces
- Exact convergence rates in some martingale central limit theorems
- Best constants in martingale version of Rosenthal's inequality
- Certain non-uniform rates of convergence to normality for a restricted class of martingales
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