Add to ORKGWe study Davis ’ series of moderate deviations probabilities for Lp-bounded sequences of random variables (p> 2). A certain subseries therein is convergent for the same range of parameters as in the case of martingale difference or i.i.d. sequences. Copyright © 2006 George Stoica. This is an open access article distributed under the Cre-ative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. 1. Introduction an
Let (Xi) be a martingale difference sequence and let Sn=[summation operator]i=1nXi. Suppose (Xi) is ...
We derive a moderate deviation principle for the lower tail probabilities of the length of a longest...
The canonical way to establish the central limit theorem for i.i.d. random variables is to use chara...
We study Davis-type theorems on the optimal rate of convergence of moderate deviation probabilities....
AbstractWe study Davis-type theorems on the moderate deviation probabilities of martingale differenc...
In this paper we derive the moderate deviation principle for stationary sequences of bounded random ...
AbstractIn this paper, we derive the Moderate Deviation Principle for stationary sequences of bounde...
We prove that the Moderate Deviation Principle (MDP) holds for the trajectory of a locally square in...
In this paper we present a tail inequality for the maximum of partial sums of a weakly dependent seq...
Let X, Xn, n≥1 be a sequence of iid real random variables, and Sn=∑k=1nXk, n≥1. Convergence rates of...
In this paper we study the moderate deviation principle for linear statistics of the type Sn = i∈Z c...
In this article, we consider sequences of i.i.d. random variables and, under suitable conditions on ...
International audienceIn this paper we study the moderate deviation principle for linear statistics ...
Let $\{X, X_{n}; n \geq 1\}$ be a sequence of i.i.d. non-degenerate real-valued random variables wit...
In this paper we consider sequences of i.i.d. random variables and, under suitable condi- tions on ...
Let (Xi) be a martingale difference sequence and let Sn=[summation operator]i=1nXi. Suppose (Xi) is ...
We derive a moderate deviation principle for the lower tail probabilities of the length of a longest...
The canonical way to establish the central limit theorem for i.i.d. random variables is to use chara...
We study Davis-type theorems on the optimal rate of convergence of moderate deviation probabilities....
AbstractWe study Davis-type theorems on the moderate deviation probabilities of martingale differenc...
In this paper we derive the moderate deviation principle for stationary sequences of bounded random ...
AbstractIn this paper, we derive the Moderate Deviation Principle for stationary sequences of bounde...
We prove that the Moderate Deviation Principle (MDP) holds for the trajectory of a locally square in...
In this paper we present a tail inequality for the maximum of partial sums of a weakly dependent seq...
Let X, Xn, n≥1 be a sequence of iid real random variables, and Sn=∑k=1nXk, n≥1. Convergence rates of...
In this paper we study the moderate deviation principle for linear statistics of the type Sn = i∈Z c...
In this article, we consider sequences of i.i.d. random variables and, under suitable conditions on ...
International audienceIn this paper we study the moderate deviation principle for linear statistics ...
Let $\{X, X_{n}; n \geq 1\}$ be a sequence of i.i.d. non-degenerate real-valued random variables wit...
In this paper we consider sequences of i.i.d. random variables and, under suitable condi- tions on ...
Let (Xi) be a martingale difference sequence and let Sn=[summation operator]i=1nXi. Suppose (Xi) is ...
We derive a moderate deviation principle for the lower tail probabilities of the length of a longest...
The canonical way to establish the central limit theorem for i.i.d. random variables is to use chara...