Results on Probabilities of Moderate Deviations
نویسندگان
چکیده
منابع مشابه
Moderate Deviations 13
We prove that the Moderate Deviation Principle (MDP) holds for the trajectory of a locally square integrable martingale with bounded jumps as soon as its quadratic covariation, properly scaled, converges in probability at an exponential rate. A consequence of this MDP is the tightness of the method of bounded martingale diierences in the regime of moderate deviations.
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1974
ISSN: 0091-1798
DOI: 10.1214/aop/1176996719