The Hartman-Wintner Law of the Iterated Logarithm for Noncommutative 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.
متن کاملOn the law of the iterated logarithm.
The law of the iterated logarithm provides a family of bounds all of the same order such that with probability one only finitely many partial sums of a sequence of independent and identically distributed random variables exceed some members of the family, while for others infinitely many do so. In the former case, the total number of such excesses has therefore a proper probability distribution...
متن کاملThe law of the iterated logarithm for LNQD sequences
Let [Formula: see text] be a stationary LNQD sequence of random variables with zero means and finite variance. In this paper, by the Kolmogorov type maximal inequality and Stein's method, we establish the result of the law of the iterated logarithm for LNQD sequence with less restriction of moment conditions. We also prove the law of the iterated logarithm for a linear process generated by an L...
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.
متن کاملThe law of the iterated logarithm for character ratios
Recently, Fulman developed some general connections between martingales and character ratios of a random representation of the symmetric group on transitions, and obtained a convergence rate in a central limit theorem. In this work we aim to establish the law of the iterated logarithm for character ratios. The technique is a well-known Skorokhod embedding theorem for martingales and strong appr...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Mathematical Research
سال: 2016
ISSN: 2311-7427,2306-2223
DOI: 10.18488/journal.24/2016.5.2/24.2.123.130