We study moderate deviations for estimators of the drift parameter of the fractional Ornstein-Uhlenbeck process. Two moderate deviation principles are obtained.
Three types of laws of the iterated logarithm (LIL) for locally square integrable martingales with continuous parameter are considered by a discretization approach. By this approach, a lower bound of LIL and a number of FLIL are obtained, and Chung LIL is extended.
We study the number of k-cycles in a random graph G(n, p). We estimate the probability that a random graph contains more k-cycles than expected. In this case, the usual martingale inequality with bounded difference is not effective. By construct- ing a variable that approximates to the number of k-cycles in a random graph and using a new and extensive martingale inequality, we get the results in this paper.