대한수학회지 (Journal of the Korean Mathematical Society)
- 제33권4호
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- Pages.909-928
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- 1996
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- 0304-9914(pISSN)
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- 2234-3008(eISSN)
AN EMPIRICAL LIL FOR STATIONARY MARTINGALE DIFFERENCES: AN INVARIANCE PRINCIPLE APPROACH
초록
In this paper, an empirical law of the iterated logarithm is investigated in the context of a stationary and ergodic martingale differences whose values taking in a measurable space.
키워드