Title of article
Series of moderate deviation probabilities for martingales
Author/Authors
George Stoica، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2005
Pages
5
From page
759
To page
763
Abstract
We study Davis-type theorems on the moderate deviation probabilities of martingale differences
with finite pth moments (1 p <∞). We prove that Davis’ first result holds if p >4 and fails if
1 p <4, and Davis’ second result holds if p >2 and fails if 1 p <2.
2004 Elsevier Inc. All rights reserved.
Keywords
Martingale difference , Davis’ theorems , moderate deviations
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2005
Journal title
Journal of Mathematical Analysis and Applications
Record number
934004
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