Large Deviations for Martingales

D. Blackwell
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D. Blackwell: University of California

Chapter 5 in Festschrift for Lucien Le Cam, 1997, pp 89-91 from Springer

Abstract: Abstract Let X1,X2… be variables satisfying (i) (i) |X n | ≤ 1 and (ii) X(X n |X 1,…,X n-1)=0, and put n =X 1+…X n .

Keywords: Stochastic Process; Positive Constant; Probability Theory; Power Series; Statistical Association (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1007/978-1-4612-1880-7_5

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