Exponential Bounds in the Law of Iterated Logarithm for Martingales

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dc.creatorOstrovsky, E.
dc.creatorSirota, L.
dc.date2008-01-14
dc.date.accessioned2026-07-07T08:54:22Z
dc.date.available2026-07-07T08:54:22Z
dc.descriptionIn this paper non-asymptotic exponential estimates are derived for tail of maximum martingale distribution by naturally norming in the spirit of the classical Law of Iterated Logarithm. Key words: Martingales, exponential estimations, moment, Banach spaces of random variables, tail of distribution, conditional expectation.
dc.description12 pages
dc.identifierhttps://arxiv.org/abs/0801.2125
dc.identifierhttp://arxiv.org/abs/0801.2125
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/145906
dc.subjectProbability
dc.subjectprimary 60G17
dc.titleExponential Bounds in the Law of Iterated Logarithm for Martingales
dc.typetext

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