Limit theorems for large deviations probabilities of certain quadratic forms

Let (ξ _k ,F _k ) be a martingale difference sequence. The paper concerns the tail behavior of the quadratic formS _n = ∑ _k=1 ⁿ ∑ _j=1 ^k−1 β _n ^k−j χ _k χ _j , where β _n asn→∞. The main conclusions aboutP}n ⁻¹ S _n >x _n }, wherex _n →∞, asn→∞, are obtained using the tail behavior of a martingale with values in a certain Hilbert space. Vilnius University, Naugarduko 24; Institute of Mathematics and Informatics, Akademijos 4, 2600 Vilnius, Lithuania. Published in Lietuvos Matematikos Rinkinys, Vol. 37, No. 4, pp. 532–549, October–December, 1997.