On the probabilities of “large deviations” for multidimensional martingales

DOI10.1070/RM1990V045N02ABEH002343zbMATH Open0714.60026OpenAlexW2040380003MaRDI QIDQ3200325FDOQ3200325

Authors Alexander Melnikov

Publication date 1990

Published in Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/rm1990v045n02abeh002343

zbMATH Keywords

rate of convergenceregression modelslarge deviationslaw of large numbersmultidimensional martingaleslocal square integrable martingale

Mathematics Subject Classification ID

Large deviations (60F10) Martingales with discrete parameter (60G42)

Cited in

(4)

• scientific article; zbMATH DE number 3978056 (Why is no real title available?)
• A generalization of Cramér large deviations for martingales
• Multiple Schramm-Loewner evolutions and statistical mechanics martingales
• A CLT for multi-dimensional martingale differences in a lexicographic order

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