ON THE LAW OF THE ITERATED LOGARITHM FOR MARTINGALES
成果类型：
Article
署名作者：
FISHER, E
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176989799
发表日期：
1992
页码：
675-680
关键词：
摘要：
The Kolmogorov law of the iterated logarithm fails when the boundedness condition on the increments is relaxed. In this paper, we consider this in the martingale setting and establish a lower bound, extending a result known in the independent case.