Abstract
Strong laws of large numbers, obtained for positive, independent random variables, are utilized to prove iterated logarithm laws (with a nonrandom normalizing sequence) for a class of martingales. A law of the iterated logarithm is also established for certain random quadratic forms.
Citation
Luisa Turrin Fernholz. Henry Teicher. "Stability of Random Variables and Iterated Logarithm Laws for Martingales and Quadratic Forms." Ann. Probab. 8 (4) 765 - 774, August, 1980. https://doi.org/10.1214/aop/1176994664
Information