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Moderate deviations for bounded subsequences - MaRDI portal

Moderate deviations for bounded subsequences (Q937471)

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scientific article; zbMATH DE number 5312399
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Moderate deviations for bounded subsequences
scientific article; zbMATH DE number 5312399

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    Moderate deviations for bounded subsequences (English)
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    15 August 2008
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    Summary: We study Davis' series of moderate deviations probabilities for \(L^{p}\)-bounded sequences of random variables (\(p>2\)). A certain subseries therein is convergent for the same range of parameters as in the case of martingale difference or i.i.d. sequences.
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    Davis' series
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    martingale difference
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