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