On the probabilities of “large deviations” for multidimensional martingales

DOI10.1070/RM1990V045N02ABEH002343zbMath0714.60026OpenAlexW2040380003MaRDI QIDQ3200325

Alexander V. Melnikov

Publication date: 1990

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1990v045n02abeh002343

zbMATH Keywords

rate of convergencelaw of large numberslarge deviationsregression modelsmultidimensional martingaleslocal square integrable martingale

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Large deviations (60F10)

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