Kolmogorov's law of the iterated logarithm for noncommutative martingales

Qiang Zeng

doi:10.1214/14-AIHP603

Kolmogorov's law of the iterated logarithm for noncommutative martingales

Qiang Zeng^*

^*Corresponding author for this work

Mathematics

Research output: Contribution to journal › Article › peer-review

1 Scopus citations

Abstract

We prove Kolmogorov's law of the iterated logarithm for noncommutative martingales. The commutative case was due to Stout. The key ingredient is an exponential inequality proved recently by Junge and the author.

Original language	English (US)
Pages (from-to)	1124-1130
Number of pages	7
Journal	Annales de l'institut Henri Poincare (B) Probability and Statistics
Volume	51
Issue number	3
DOIs	https://doi.org/10.1214/14-AIHP603
State	Published - Aug 1 2015

Keywords

Exponential inequality
Law of the iterated logarithm
Noncommutative martingales
Quantum martingales

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1214/14-AIHP603

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title = "Kolmogorov's law of the iterated logarithm for noncommutative martingales",

abstract = "We prove Kolmogorov's law of the iterated logarithm for noncommutative martingales. The commutative case was due to Stout. The key ingredient is an exponential inequality proved recently by Junge and the author.",

keywords = "Exponential inequality, Law of the iterated logarithm, Noncommutative martingales, Quantum martingales",

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KW - Quantum martingales

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Kolmogorov's law of the iterated logarithm for noncommutative martingales

Abstract

Keywords

ASJC Scopus subject areas

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