Moderate deviations for martingales and mixing random processes

DOI10.1016/0304-4149(95)00078-XzbMath0854.60028OpenAlexW2038530380MaRDI QIDQ1915835

Fu Qing Gao

Publication date: 5 August 1996

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

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00078-x

zbMATH Keywords

Markov processeslarge deviationsmartingalemoderate deviationmixing processes

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Martingales with continuous parameter (60G44) Large deviations (60F10)

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• A function space large deviation principle for certain stochastic integrals
• Moderate deviations of dependent random variables related to CLT
• Moderate Deviations and Associated Laplace Approximations for Sums of Independent Random Vectors
• Large deviations from the mckean-vlasov limit for weakly interacting diffusions

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