The Hartman-Wintner Law of the Iterated Logarithm for Noncommutative Martingales

Authors

  • Bright O Osu Department of Mathematics Michael Okpara University of Agriculture, Umudike, Abia State, Nigeria
  • Philip U Uzoma Department of Mathematics / Statistics, Federal Polytechnic Nekede. Owerri, Nigeria

DOI:

https://doi.org/10.18488/journal.24/2016.5.2/24.2.123.130

Abstract

In this study, we prove one of the fundamental strong laws of classical probability theory, the Hartman-Wintner’s law of the iterated logarithm for non-commutative martingale using a simple exponential inequality.

Keywords:

Hartman-Wintner’s law, Kolmogorov’s law, Non-commutative martingale, Law of the iterated logarithm (LIL)

Abstract Video

Published

2016-09-17

How to Cite

Osu, B. O., & Uzoma, P. U. (2016). The Hartman-Wintner Law of the Iterated Logarithm for Noncommutative Martingales. International Journal of Mathematical Research, 5(2), 123–130. https://doi.org/10.18488/journal.24/2016.5.2/24.2.123.130

Issue

Vol. 5 No. 2 (2016)

Section

Articles