Some Laws of the Iterated Logarithm for Two Parameter Martingales

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作者
Jiming Jiang
机构
[1] Case Western Reserve University,Department of Statistics
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关键词
Two parameter martingales; law of the iterated logarithm; exponential inequality;
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摘要
We prove some laws of the iterated logarithm for two parameter martingale differences of the following type: E(Xt|σ(Xs, s1<t1 or s2<t2))=0 a.s.
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页码:49 / 74
页数:25
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