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arXiv 2012-12-06 0 views

Kolmogorov's law of the iterated logarithm for noncommutative martingales

Zeng, Qiang

Original · EN

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.

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