Uniform iterated logarithm laws for martingales and their application to functional estimation in controlled Markov chains.
A collection of square-integrable martingales depending on a parameter \(x\in R^d\) is considered. The author presents uniform strong results for such a scheme: a uniform strong law and a uniform iterative logarithm law. The results are applied to Markov chains and martingales subjected to a general regression model.
scientific article; zbMATH DE number 2098348
scientific article