A martingale inequality and large deviations.

DOI10.1016/S0167-7152(03)00046-4zbMath1116.60317OpenAlexW2076576508MaRDI QIDQ1423246

Yu-Lin Li

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(03)00046-4

zbMATH Keywords

Martingale difference sequenceLarge deviations

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Large deviations (60F10) (L^p)-limit theorems (60F25)

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Cites Work

• Unnamed Item
• Distribution function inequalities for martingales
• Large deviations for martingales.
• Convergence Rates in the Law of Large Numbers
• Some Limit Theorems for Large Deviations

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