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August, 1980 Stability of Random Variables and Iterated Logarithm Laws for Martingales and Quadratic Forms
Luisa Turrin Fernholz, Henry Teicher
Ann. Probab. 8(4): 765-774 (August, 1980). DOI: 10.1214/aop/1176994664

Abstract

Strong laws of large numbers, obtained for positive, independent random variables, are utilized to prove iterated logarithm laws (with a nonrandom normalizing sequence) for a class of martingales. A law of the iterated logarithm is also established for certain random quadratic forms.

Citation

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Luisa Turrin Fernholz. Henry Teicher. "Stability of Random Variables and Iterated Logarithm Laws for Martingales and Quadratic Forms." Ann. Probab. 8 (4) 765 - 774, August, 1980. https://doi.org/10.1214/aop/1176994664

Information

Published: August, 1980
First available in Project Euclid: 19 April 2007

zbMATH: 0442.60032
MathSciNet: MR577314
Digital Object Identifier: 10.1214/aop/1176994664

Subjects:
Primary: 60F15

Keywords: $U$-statistics , Law of the iterated logarithm , Random quadratic forms , stability , Strong law of large numbers

Rights: Copyright © 1980 Institute of Mathematical Statistics

Vol.8 • No. 4 • August, 1980
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