{"title":"One-sided law of the iterated logarithm for dyadic martingale using sub-gaussian estimates","authors":"Santosh Ghimire","doi":"10.30538/psrp-oma2022.0099","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":52741,"journal":{"name":"Open Journal of Mathematical Analysis","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2022-06-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Open Journal of Mathematical Analysis","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.30538/psrp-oma2022.0099","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1
Abstract
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.