Cramér moderate deviation expansion for martingales with one-sided Sakhanenko's condition and its applications

DOI10.1007/s10959-019-00949-2zbMath1456.60098arXiv1909.05112OpenAlexW3105001915MaRDI QIDQ2181614

Xiequan Fan, Quan-sheng Liu, I. G. Grama

Publication date: 19 May 2020

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.05112

zbMATH Keywords

martingalesCramér moderate deviations\(\beta\)-mixing sequences\(\psi\)-mixing sequencesquantile coupling inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Large deviations (60F10)

Related Items (3)

Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process ⋮ Analysis of the smoothly amnesia-reinforced multidimensional elephant random walk ⋮ Cramér moderate deviations for the elephant random walk

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Self-normalized Cramér-type moderate deviations under dependence
• Sharp large deviations for sums of bounded from above random variables
• Probabilities of large deviations for martingales
• Convergence rates in the strong law for bounded mixing sequences
• Exact convergence rates in some martingale central limit theorems
• Limit theorem for large deviations probabilities of certain forms
• Large deviations for martingales via Cramér's method
• Lindeberg's method for moderate deviations and random summation
• Large deviations for martingales with some applications
• Moderate deviations for martingales and mixing random processes
• Moderate deviations for martingales with bounded jumps
• Quantile coupling inequalities and their applications
• Self-normalized Cramér type moderate deviations for martingales
• Cramér large deviation expansions for martingales under Bernstein's condition
• Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation
• Moderate deviations for martingale differences and applications to φ -mixing sequences
• Certain non-uniform rates of convergence to normality for a restricted class of martingales
• Generalization of a Probability Limit Theorem of Cramer
• Certain non-uniform rates of convergence to normality for martingale differences

This page was built for publication: Cramér moderate deviation expansion for martingales with one-sided Sakhanenko's condition and its applications