Kolmogorov's law of the iterated logarithm for noncommutative martingales
Qiang Zeng
所有作者
Qiang Zeng
文献摘要
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.