Convergent martingales of asymptotically minimal fluctuation

DOI10.1007/BF00320332zbMath0608.60050OpenAlexW2025933452MaRDI QIDQ1085886

J. M. C. Clark

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00320332

zbMATH Keywords

rate of convergencestopping timelaw of the iterated logarithmminimal fluctuation propertyrandom time-change argument

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Strong limit theorems (60F15)

Cites Work

• The speed of convergence of a martingale
• Iterated Logarithm laws for weighted averages
• On central limit and iterated logarithm supplements to the martingale convergence theorem
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