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A law of the iterated logarithm for martingales

Published online by Cambridge University Press:  17 April 2009

Michael Voit
Michael Voit
Affiliation:
Mathematisches Institut Technische, Universitat Munchen Arcisstr. 21, D-8000 Munchen 2, West Germany
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Abstract

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Using a slight generalisation of Brown's inequality, we show that for martingales the existence of a weak nonuniform bound on the rate of convergence in the central limit theorem yields the usual upper bound part of the law of the iterated logarithm.

Type
Research Article
Information
Bulletin of the Australian Mathematical Society , Volume 43 , Issue 2 , April 1991 , pp. 181 - 185
Copyright
Copyright © Australian Mathematical Society 1991

References

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