Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9502911 | Journal of Mathematical Analysis and Applications | 2005 | 5 Pages |
Abstract
We study Davis-type theorems on the moderate deviation probabilities of martingale differences with finite pth moments (1⩽p<â). 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.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
George Stoica,