On the law of iterated logarithm for martingales

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On the law of iterated logarithm for martingales

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Title: On the law of iterated logarithm for martingales
Author: Fisher, Evan
Abstract: The Kolmogorov law of the iterated logarithm fails when the boundedness condition on the increments is relaxed. In this paper, we consider this in the martingale setting and establish a lower bound, extending a result known in the independent case.
URI: http://hdl.handle.net/10385/962
Date: 1992-04

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