A strong invariance principle for reverse martingales

DOI10.1007/BF01961011zbMath0594.60038OpenAlexW2078533538MaRDI QIDQ1077076

Richard M. Huggins

Publication date: 1985

Published in: Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01961011

zbMATH Keywords

upper and lower functionsSkorokhod embeddingreverse martingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Cites Work

• Unnamed Item
• Upper and lower functions for martingales and mixing processes
• Local asymptotic laws for Brownian motion
• On central limit and iterated logarithm supplements to the martingale convergence theorem
• On the embedding of processes in Brownian motion and the law of the iterated logarithm for reverse martingales

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