用亚高斯估计的并矢鞅迭代对数的单侧律

Open Journal of Mathematical Analysis Pub Date : 2022-06-21 DOI:10.30538/psrp-oma2022.0099

Santosh Ghimire

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引用次数: 1

摘要

采用概率方法得到了迭代对数柯尔莫哥洛夫定律的鞅近似。本文利用亚高斯型估计和Borel-Cantelli引理，给出了并矢鞅迭代对数同律的一个新证明。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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One-sided law of the iterated logarithm for dyadic martingale using sub-gaussian estimates

The martingale analogue of Kolmogorov’s law of the iterated logarithm was obtained by W. Stout using probabilistic approach. In this paper, we give a new proof of one side of the same law of the iterated logarithm for dyadic martingale using subgaussian type estimates and Borel-Cantelli Lemma.

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来源期刊

Open Journal of Mathematical Analysis

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0.00%

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审稿时长

8 weeks