Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Deviation inequalities for martingales with applications to linear
  regressions and weak invariance principles   Using changes of probability measure developed by \mbox{Grama} and Haeusler
(Stochastic Process.\ Appl., 2000), we obtain two generalizations of the
deviation inequalities of Lanzinger and Stadtm\"{u}ller (Stochastic Process.\
Appl., 2000) and Fuk and Nagaev (Theory Probab. Appl., 1971) to the case of
martingales. Our inequalities recover the best possible decaying rate of
independent case. Applications to linear regressions and weak invariance
principles for martingales are provided.

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The categories of this paper are: funct-an
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The categories of this paper are: chao-dyn
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The categories of this paper are: hep-lat
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The categories of this paper are: physics
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The categories of this paper are: q-fin
0
The categories of this paper are: hep-ph
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The categories of this paper are: dg-ga
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The categories of this paper are: bayes-an
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The categories of this paper are: q-alg
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The categories of this paper are: quant-ph
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The categories of this paper are: cmp-lg
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The categories of this paper are: acc-phys
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The categories of this paper are: plasm-ph
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The categories of this paper are: ao-sci
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The categories of this paper are: cs
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The categories of this paper are: alg-geom