Large deviations for martingales via Cramér's method
暂无分享,去创建一个
[1] A. Račkauskas. Probabilities of large deviations for martingales , 1990 .
[2] A. Račkauskas. Large deviations for martingales with some applications , 1995 .
[3] Ion Grama. On moderate deviations for martingales , 1997 .
[4] E. Bolthausen. Exact Convergence Rates in Some Martingale Central Limit Theorems , 1982 .
[5] Certain non-uniform rates of convergence to normality for martingale differences , 1986 .
[6] R. Lipster,et al. Large deviations for unbounded additive functionals of a Markov process with discrete time (noncompact case) , 1994 .
[7] Harald Cram'er,et al. Sur un nouveau théorème-limite de la théorie des probabilités , 2018 .
[8] A. A. Pukhal'skii,et al. Limit theorems on large deviations for semimartingales , 1992, math/0510028.
[9] V. V. Petrov. Sums of Independent Random Variables , 1975 .
[10] F Escher,et al. On the probability function in the collective theory of risk , 1932 .
[11] Certain non-uniform rates of convergence to normality for a restricted class of martingales , 1986 .
[12] A. Veretennikov,et al. Large Deviations for Discrete-Time Processes with Averaging , 1993 .
[13] V. Bentkus. Large Deviations in Banach Spaces , 1987 .
[14] The probabilities of large deviations for semimartingales , 1995 .
[15] L. Saulis,et al. Limit theorems for large deviations , 1991 .