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

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

Authors Carl-Gustav Esseen, Svante Janson

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

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)

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Cited in

(25)

• On the product of random variables and moments of sums under dependence
• On moment conditions for supremum of normed sums of martingale differences
• Bounds on the Expectation of Functions of Martingales and Sums of Positive RV's in Terms of Norms of Sums of Independent Random Variables
• A quenched weak invariance principle
• Mean absolute deviations of sample means and minimally concentrated binomials
• scientific article; zbMATH DE number 1552475 (Why is no real title available?)
• A characterization of probability distributions by moments of sums of independent random variables
• A new covariance inequality and applications.
• Central limit theorem by moments
• An absolute moments condition for normed sums of independent variables
• On the central limit theorem for stationary random fields under \({\mathbb{L}^1}\)-projective condition
• On some results of M. I. Gordin: A clarification of a misunderstanding
• Approximating martingales and the central limit theorem for strictly stationary processes
• Rates in almost sure invariance principle for nonuniformly hyperbolic maps
• On moment conditions for the supremum of normed sums
• scientific article; zbMATH DE number 1197451 (Why is no real title available?)
• On the martingale central limit theorem for strictly stationary sequences
• Linear operators generated by stochastic processes
• A new maximal inequality and invariance principle for stationary sequences
• Some almost sure results for unbounded functions of intermittent maps and their associated Markov chains
• On non-ergodic versions of limit theorems
• Bounds on the sums of independent random variables in symmetric spaces
• Limit theorems for products of positive random matrices
• Martingale-coboundary representation for stationary random fields
• The moment of maximum normed randomly weighted sums of martingale differences

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