On functional laws of the iterated logarithm |
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| Authors: | R M Huggins |
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| Institution: | (1) Department of Statistics, La Trobe University, 3083 Bundoora, Victoria, Australia;(2) Present address: Department of Statistics, University of Melbourne, 3052 Parkville, Vic., Australia |
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| Abstract: | Summary A Skorokhod embedding approach is used to give functional laws of the iterated logarithm which involve the process up to timen in the reverse martingale case and the tail of the process in the martingale case. This complements the more usual versions
of the iterated logarithm laws for martingales and reverse martingales. |
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