A law of the iterated logarithm for martingales

DOI10.1007/BF00539863zbMath0299.60045MaRDI QIDQ5966807

R.James Tomkins

Publication date: 1975

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99)

Related Items (4)

Sequential optimizing strategy in multi-dimensional bounded forecasting games ⋮ Unnamed Item ⋮ A Skorohod representation and an invariance principle for sums of weighted i.i.d. random variables ⋮ Expansions for the positive stable laws

Cites Work

• Unnamed Item
• Iterated Logarithm laws for weighted averages
• Monotonicity of the Variance Under Truncation and Variations of Jensen's Inequality
• The Hartman-Wintner Law of the Iterated Logarithm for Martingales
• An iterated logarithm result for martingales and its application in estimation theory for autoregressive processes
• On the law of the iterated logarithm

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