On the embedding of processes in Brownian motion and the law of the iterated logarithm for reverse martingales

DOI10.1017/S0004972700025946zbMath0508.60043OpenAlexW2141120631WikidataQ114850041 ScholiaQ114850041MaRDI QIDQ4746592

David John Scott, Richard M. Huggins

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1017/s0004972700025946

zbMATH Keywords

Skorokhod embeddingreverse martingalesquare integrable martingaledoubly-infinite martingalefunctional law of the interated logarithmstoppimg time

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Functional limit theorems; invariance principles (60F17)

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A strong invariance principle for reverse martingales ⋮ Random Young towers and quenched limit laws ⋮ Approximations to permutation and exchangeable processes ⋮ On functional laws of the iterated logarithm ⋮ On the rate of convergence for Takagi class functions ⋮ Strong invariance principles with rate for ``reverse martingale differences and applications

Cites Work

• Interpolation of martingales
• Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments
• On central limit and iterated logarithm supplements to the martingale convergence theorem
• An invariance principle for the law of the iterated logarithm
• Martingale Integrals
• On Square Integrable Martingales
• The Existence of Certain Stopping Times on Brownian Motion
• On a Theorem of Skorohod
• Stopping times on Brownian motion: Some properties of root's construction
• Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach