Exponential Bounds in the Law of Iterated Logarithm for Martingales
arXiv:0801.2125
Abstract
In this paper non-asymptotic exponential estimates are derived for tail of maximum martingale distribution by naturally norming in the spirit of the classical Law of Iterated Logarithm. Key words: Martingales, exponential estimations, moment, Banach spaces of random variables, tail of distribution, conditional expectation.
12 pages