On the law of iterated logarithm for martingales

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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.
TitleOn the law of iterated logarithm for martingales
CreatorFisher, Evan
PublisherAnnals of Probability
Academic DepartmentMathematics
DivisionNatural Sciences
OrganizationLafayette College
Date IssuedApril 1992
Date Available2012-05-30T15:32:31Z
TypeArticle
LanguageEnglish
Keywordmartingales
Law of the iterated logarithm
upper and lower bounds
independent random variables
Bibliographic CitationFisher, E. (1992) "On the law of iterated logarithm for martingales." Annals of Probability 20 (2): 675-680.
Standard IdentifierDOI 10.1214/aop/1176989799
Handle 10385/962
Permalinkhttp://hdl.handle.net/10385/962
Rights Statement In Copyright In Copyright
Rights HoldersInstitute of Mathematical Statistics
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