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The other law of the iterated logarithm for martingales

Published online by Cambridge University Press:  17 April 2009

R. M. Huggins
R. M. Huggins
Affiliation:
Department of StatisticsLa Trobe UniversityBundoora, Vic. 3083Australia
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Abstract

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A Skorokhod embedding approach is used to give the other law of the iterated logarithm for square integrable martingales.

Type
Research Article
Information
Bulletin of the Australian Mathematical Society , Volume 41 , Issue 2 , April 1990 , pp. 307 - 311
Copyright
Copyright © Australian Mathematical Society 1990

References

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