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A law of the iterated logarithm for martingales
Published online by Cambridge University Press: 17 April 2009
Abstract
Using a slight generalisation of Brown's inequality, we show that for martingales the existence of a weak nonuniform bound on the rate of convergence in the central limit theorem yields the usual upper bound part of the law of the iterated logarithm.
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- Copyright © Australian Mathematical Society 1991
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