On moment conditions for normed sums of independent variables and martingale differences

DOI10.1016/0304-4149(85)90048-1zbMATH Open0554.60050OpenAlexW2084731530MaRDI QIDQ760093FDOQ760093

Svante Janson, Carl-Gustav Esseen

Publication date: 1985

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(85)90048-1

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zbMATH Keywords

martingale differences

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) (L^p)-limit theorems (60F25)

Cites Work

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• Martingale Transforms
• Stationary strongly mixing sequences not satisfying the central limit theorem
• A sharp inequality for martingale transforms
• An $L^p$-Convergence Theorem

Cited In (25)

• Linear operators generated by stochastic processes
• Bounds on the sums of independent random variables in symmetric spaces
• The moment of maximum normed randomly weighted sums of martingale differences
• Title not available (Why is that?)
• A quenched weak invariance principle
• A new maximal inequality and invariance principle for stationary sequences
• On moment conditions for the supremum of normed sums
• On the martingale central limit theorem for strictly stationary sequences
• On non-ergodic versions of limit theorems
• A characterization of probability distributions by moments of sums of independent random variables
• Rates in almost sure invariance principle for nonuniformly hyperbolic maps
• Limit theorems for products of positive random matrices
• Approximating martingales and the central limit theorem for strictly stationary processes
• Martingale-coboundary representation for stationary random fields
• Title not available (Why is that?)
• A new covariance inequality and applications.
• Mean absolute deviations of sample means and minimally concentrated binomials
• An absolute moments condition for normed sums of independent variables
• On some results of M. I. Gordin: A clarification of a misunderstanding
• On moment conditions for supremum of normed sums of martingale differences
• On the Product of Random Variables and Moments of Sums Under Dependence
• Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains
• Central limit theorem by moments
• On the central limit theorem for stationary random fields under \({\mathbb{L}^1}\)-projective condition
• Bounds on the Expectation of Functions of Martingales and Sums of Positive RV's in Terms of Norms of Sums of Independent Random Variables

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