Moderate deviations for martingales and mixing random processes
type: Item
instance of: scholarly article
title: Moderate deviations for martingales and mixing random processes
zbMATH Open document ID: 0854.60028
DOI: 10.1016/0304-4149(95)00078-X
published in: Stochastic Processes and their Applications
publication date: 1996-08-05T00:00:00Z
review text: The author presents some moderate deviation theorems for martingales and mixing processes.
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 60G42
Mathematics Subject Classification ID: 60J05
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60J25
zbMATH DE Number: 894798
zbMATH Keywords: moderate deviation
zbMATH Keywords: mixing processes
zbMATH Keywords: martingale
zbMATH Keywords: large deviations
zbMATH Keywords: Markov processes
author: Fuqing Gao
reviewed by: Zdzisław Rychlik
MaRDI profile type: Publication
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full work available at URL: 0304-4149(95)00078-x
OpenAlex ID: W2038530380
description: scientific article; zbMATH DE number 894798