A generalization of Cramér large deviations for martingales-Reference-Cited by-同舟云学术

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A generalization of Cramér large deviations for martingales

Published:2014-10 Issue:10 Volume:352 Page:853-858
ISSN:1631-073X
Container-title:Comptes Rendus Mathematique
language:en
Short-container-title:Comptes Rendus Mathematique

Author:

Fan Xiequan,Grama Ion,Liu Quansheng

Funder

National Natural Science Foundation of China

Hunan Provincial Natural Science Foundation of China

Publisher

Elsevier BV

Subject

General Mathematics

Reference15 articles.

1. Sur un nouveau théorème-limite de la théorie des probabilités;Cramér;Actual. Sci. Ind.,1938

2. Sharp large deviations under Bernstein's condition;Fan;C. R. Acad. Sci. Paris, Sér. I,2013

3. Cramér large deviation expansions for martingales under Bernstein's condition;Fan;Stoch. Process. Appl.,2013

4. Generalization of a probability limit theorem of Cramér;Feller;Trans. Amer. Math. Soc.,1943

5. On moderate deviations for martingales;Grama;Ann. Probab.,1997

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