Some Laws of the Iterated Logarithm for Two Parameter Martingales

Jiming Jiang
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Jiming Jiang: Case Western Reserve University

Journal of Theoretical Probability, 1999, vol. 12, issue 1, 49-74

Abstract: Abstract We prove some laws of the iterated logarithm for two parameter martingale differences of the following type: E(X t|σ(X s, s 1

Keywords: Two parameter martingales; law of the iterated logarithm; exponential inequality (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1023/A:1021740425864

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