Kolmogorov's law of the iterated logarithm for noncommutative martingales

Qiang Zeng*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-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 languageEnglish (US)
Pages (from-to)1124-1130
Number of pages7
JournalAnnales de l'institut Henri Poincare (B) Probability and Statistics
Volume51
Issue number3
DOIs
StatePublished - 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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