Kolmogorov's law of the iterated logarithm for noncommutative martingales

DOI10.1214/14-AIHP603zbMATH Open1335.46058arXiv1212.1504MaRDI QIDQ500810FDOQ500810

Authors: Qiang Zeng 

Publication date: 5 October 2015

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Abstract: We prove Kolmogorov's law of the iterated logarithm for noncommutative martingales. The commutative case was due to Stout. The key ingredient is an exponential inequality proved recently by Junge and the author.

Full work available at URL: https://arxiv.org/abs/1212.1504

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zbMATH Keywords

exponential inequalitylaw of iterated logarithmnoncommutative martingales

Mathematics Subject Classification ID

Strong limit theorems (60F15) Noncommutative probability and statistics (46L53)

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Cited In (6)

• A law of the iterated logarithm for martingales
• Title not available (Why is that?)
• Some laws of the iterated logarithm for two parameter martingales
• Erdős-Feller-Kolmogorov-Petrowsky law of the iterated logarithm for self-normalized martingales: A game-theoretic approach
• Noncommutative martingale deviation and Poincaré type inequalities with applications
• A noncommutative generalisation of a problem of Steinhaus

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