Kolmogorov's law of the iterated logarithm for noncommutative martingales

DOI10.1214/14-AIHP603MaRDI QIDQ500810zbMATH OpenFDO

Authors Qiang Zeng

Publication date 5 October 2015

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

Full work available at URL https://arxiv.org/abs/1212.1504, https://projecteuclid.org/euclid.aihp/1435759242

zbMATH Keywords

exponential inequalitylaw of iterated logarithmnoncommutative martingales

Mathematics Subject Classification ID

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

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.

Recommendations

• scientific article; zbMATH DE number 4105955
• A law of the iterated logarithm for martingales
• scientific article; zbMATH DE number 4126405
• On the law of the iterated logarithm for martingales
• Refinements of Kolmogorov's law of the iterated logarithm

Cites work

• scientific article; zbMATH DE number 49190 (Why is no real title available?)
• scientific article; zbMATH DE number 47655 (Why is no real title available?)
• scientific article; zbMATH DE number 1216173 (Why is no real title available?)
• scientific article; zbMATH DE number 2020163 (Why is no real title available?)
• scientific article; zbMATH DE number 3333814 (Why is no real title available?)
• A new proof of the Hartman-Wintner law of the iterated logarithm
• Doobs inequality for non-commutative martingales
• Free Random Variables
• Generalized s-numbers of \(\tau\)-measurable operators
• Law of the iterated logarithm for stationary processes
• Noncommutative Burkholder/Rosenthal inequalities
• Noncommutative maximal ergodic theorems
• On the Law of the Iterated Logarithm
• Some mathematical models from population genetics. École d'Été de Probabilités de Saint-Flour XXXIX-2009
• Strong invariance principles for dependent random variables
• The Hartman-Wintner Law of the Iterated Logarithm for Martingales

Cited in

(6)

• A law of the iterated logarithm for martingales
• scientific article; zbMATH DE number 4126405 (Why is no real title available?)
• A noncommutative generalisation of a problem of Steinhaus
• Noncommutative martingale deviation and Poincaré type inequalities with applications
• 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

This page was built for publication: Kolmogorov's law of the iterated logarithm for noncommutative martingales

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q500810)