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)

• Title not available (Why is that?)
• A CLT for multi-dimensional martingale differences in a lexicographic order
• A generalization of Cramér large deviations for martingales
• Multiple Schramm-Loewner evolutions and statistical mechanics martingales

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