ERDOS-FELLER-KOLMOGOROV-PETROWSKY LAW OF THE ITERATED LOGARITHM FOR SELF-NORMALIZED MARTINGALES: A GAME-THEORETIC APPROACH
成果类型：
Article
署名作者：
Sasai, Takeyuki; Miyabe, Kenshi; Takemura, Akimichi
署名单位：
University of Tokyo; Meiji University; Shiga University
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/18-AOP1281
发表日期：
2019
页码：
1136-1161
关键词：
摘要：
We prove an Erdos-Feller-Kolmogorov-Petrowsky law of the iterated logarithm for self-normalized martingales. Our proof is given in the framework of the game-theoretic probability of Shafer and Vovk. Like many other game-theoretic proofs, our proof is self-contained and explicit.
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