On the Law of the Iterated Logarithm for Martingales
نویسندگان
چکیده
منابع مشابه
Exponential Bounds in the Law of Iterated Logarithm for Martingales
In this paper non-asymptotic exponential estimates are derived for tail of maximum martingale distribution by naturally norm-ing in the spirit of the classical Law of Iterated Logarithm.
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15 صفحه اولThe law of the iterated logarithm for LNQD sequences
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متن کاملThe Law of the Iterated Logarithm for p-Random Sequences
The stochastic properties of p-random sequences are studied in this paper. It is shown that the law of the iterated logarithm holds for p-random sequences. This law gives a quantitative characterization of the density of p-random sets. When combined with the invari-ance property of p-random sequences, this law is also useful in proving that some complexity classes have p-measure 0.
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1992
ISSN: 0091-1798
DOI: 10.1214/aop/1176989799