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April, 1992 On the Law of the Iterated Logarithm for Martingales
Evan Fisher
Ann. Probab. 20(2): 675-680 (April, 1992). DOI: 10.1214/aop/1176989799


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.


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Evan Fisher. "On the Law of the Iterated Logarithm for Martingales." Ann. Probab. 20 (2) 675 - 680, April, 1992.


Published: April, 1992
First available in Project Euclid: 19 April 2007

zbMATH: 0758.60026
MathSciNet: MR1159567
Digital Object Identifier: 10.1214/aop/1176989799

Primary: 60F15
Secondary: 60G42 , 60G50

Keywords: Independent random variables , Law of the iterated logarithm , Martingales , upper and lower bounds

Rights: Copyright © 1992 Institute of Mathematical Statistics

Vol.20 • No. 2 • April, 1992
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