On a unified approach to the law of the iterated logarithm for martingales

DOI10.1017/S0004972700025363zbMath0368.60059OpenAlexW4231124451WikidataQ114850043 ScholiaQ114850043MaRDI QIDQ4144528

Christopher C. Heyde

Publication date: 1976

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0004972700025363

Mathematics Subject Classification ID

Strong limit theorems (60F15) Convergence of probability measures (60B10)

Related Items (5)

An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables ⋮ Strassen's invariance principle for random subsequences ⋮ On functional laws of the iterated logarithm ⋮ Upper and lower classes for triangular arrays ⋮ Asymptotic behaviour of a class of stochastic approximation procedures

Cites Work

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• Upper and lower functions for martingales and mixing processes
• Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments
• An invariance principle for the law of the iterated logarithm

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