Series of moderate deviation probabilities for martingales
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Publication:2484190
DOI10.1016/j.jmaa.2004.12.005zbMath1075.60042MaRDI QIDQ2484190
Publication date: 1 August 2005
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2004.12.005
Related Items
On the rate of convergence in the strong law of large numbers for martingales, Moderate deviations for bounded subsequences, Convergence rates in precise asymptotics for a kind of complete moment convergence
Cites Work
- Convergence rates for probabilities of moderate deviations for sums of random variables with multidimensional indices
- Precise asymptotics in the Baum-Katz and Davis laws of large numbers
- Large deviations for martingales.
- Precise asymptotics in the law of the iterated logarithm.
- Convergence Rates for the Law of the Iterated Logarithm
- Convergence Rates for Probabilities of Moderate Deviations