On a unified approach to the law of the iterated logarithm for martingales

DOI10.1017/S0004972700025363zbMATH Open0368.60059OpenAlexW4231124451WikidataQ114850043 ScholiaQ114850043MaRDI QIDQ4144528FDOQ4144528

Authors: Christopher C. Heyde, Peter Hall 

Publication date: 1976

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0004972700025363

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Strong limit theorems (60F15)

Cites Work

• Title not available (Why is that?)
• An invariance principle for the law of the iterated logarithm
• Title not available (Why is that?)
• Upper and lower functions for martingales and mixing processes
• Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments

Cited In (5)

• On functional laws of the iterated logarithm
• Asymptotic behaviour of a class of stochastic approximation procedures
• An almost sure invariance principle for stationary ergodic sequences of Banach space valued random variables
• Strassen's invariance principle for random subsequences
• Upper and lower classes for triangular arrays

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