Moderate deviations for bounded subsequences

DOI10.1155/JAMSA/2006/21782zbMath1147.60314MaRDI QIDQ937471

Gheorghe Stoica

Publication date: 15 August 2008

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/54621

zbMATH Keywords

martingale differenceDavis' series

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Limit theorems in probability theory (60F99)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Exchangeable random variables and the subsequence principle
• On complete convergence in the law of large numbers for subsequences
• Necessary and sufficient conditions for complete convergence in the law of large numbers
• Convergence rates for probabilities of moderate deviations for sums of random variables with multidimensional indices
• A principle of subsequences in probability theory: The central limit theorem
• A subsequence principle in probability theory. II: The law of theiterated logarithm
• Series of moderate deviation probabilities for martingales
• Davis-type theorems for martingale difference sequences
• A general strong law
• Limit theorems for subsequences of arbitrarily-dependent sequences of random variables
• Convergence Rates for the Law of the Iterated Logarithm
• Convergence Rates for Probabilities of Moderate Deviations

This page was built for publication: Moderate deviations for bounded subsequences