|
|||||
|
|
Some Laws of the Iterated Logarithm for Two Parameter Martingales |
|
| Authors: | Jiming Jiang |
| Institution: | (1) Department of Statistics, Case Western Reserve University, 10900 Euclid Avenue, Cleveland, Ohio, 44106-7054 |
| Abstract: | We prove some laws of the iterated logarithm for two parameter martingale differences of the following type: E(X
t| (X
s, s
1<t
1 or s
2<t
2))=0 a.s. |
| Keywords: | Two parameter martingales law of the iterated logarithm exponential inequality |
| 本文献已被 SpringerLink 等数据库收录！ | |