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- W2138092390 abstract "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 differences in the regime of moderate deviations." @default.
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- W2138092390 date "1996-01-01" @default.
- W2138092390 modified "2023-09-27" @default.
- W2138092390 title "Moderate Deviations for Martingales with Bounded Jumps" @default.
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- W2138092390 doi "https://doi.org/10.1214/ecp.v1-973" @default.
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