On the Law of the Iterated Logarithm for Martingales

Evan Fisher

doi:10.1214/aop/1176989799

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Home > Journals > Ann. Probab. > Volume 20 > Issue 2 > Article

April, 1992 On the Law of the Iterated Logarithm for Martingales

Evan Fisher

Ann. Probab. 20(2): 675-680 (April, 1992). DOI: 10.1214/aop/1176989799

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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.

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Evan Fisher. "On the Law of the Iterated Logarithm for Martingales." Ann. Probab. 20 (2) 675 - 680, April, 1992. https://doi.org/10.1214/aop/1176989799