投稿日:

Erdos-Feller-Kolmogorov-Petrowsky law of the iterated logarithm for self-normalized martingales: a game-theoretic approach

履歴
2018年5月4日　AOP受理

タイトル
Erdos-Feller-Kolmogorov-Petrowsky law of the iterated logarithm for self-normalized martingales: a game-theoretic approach
(with T. Sasai and A. Takemura)

種類
正論文

国際会議と雑誌
Annals of Probability,
Annals of Probability, Vol. 47, No. 2, 1136-1161, March 2019.

Abstract
We prove an Erdos-Feller-Kolmogorov-Petrowsky law of the iterated logarithm for self-normalized martingales. Our proof is given in the framework of the game-theoretic probability of Shafer and Vovk. As many other game-theoretic proofs, our proof is self-contained and explicit.

ダウンロード
arXiv