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.
Publié le : 1992-04-14
Classification:
Law of the iterated logarithm,
martingales,
upper and lower bounds,
independent random variables,
60F15,
60G42,
60G50
@article{1176989799,
author = {Fisher, Evan},
title = {On the Law of the Iterated Logarithm for Martingales},
journal = {Ann. Probab.},
volume = {20},
number = {4},
year = {1992},
pages = { 675-680},
language = {en},
url = {http://dml.mathdoc.fr/item/1176989799}
}
Fisher, Evan. On the Law of the Iterated Logarithm for Martingales. Ann. Probab., Tome 20 (1992) no. 4, pp. 675-680. http://gdmltest.u-ga.fr/item/1176989799/