Journal of Applied Mathematics and Stochastic Analysis 
Volume 2006 (2006), Article ID 21782, 5 pages
doi:10.1155/JAMSA/2006/21782

Moderate deviations for bounded subsequences

George Stoica

Department of Mathematical Sciences, University of New Brunswick, P.O. Box 5050, Saint John E2L 4L5, NB, Canada

Received 8 December 2005; Revised 14 April 2006; Accepted 21 April 2006

Abstract

We study Davis' series of moderate deviations probabilities for Lp-bounded sequences of random variables (p>2). A certain subseries therein is convergent for the same range of parameters as in the case of martingale difference or i.i.d. sequences.