Nous prouvons la loi de Kolmogorov du logarithme itéré pour des martingales non-commutatives. Le cas commutatif a été établi par Stout. L’ingrédient clé est une inégalité exponentielle prouvée récemment par Junge et l’auteur.
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.
@article{AIHPB_2015__51_3_1124_0, author = {Zeng, Qiang}, title = {Kolmogorov{\textquoteright}s law of the iterated logarithm for noncommutative martingales}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {1124--1130}, publisher = {Gauthier-Villars}, volume = {51}, number = {3}, year = {2015}, doi = {10.1214/14-AIHP603}, mrnumber = {3365975}, zbl = {1335.46058}, language = {en}, url = {http://www.numdam.org/articles/10.1214/14-AIHP603/} }
TY - JOUR AU - Zeng, Qiang TI - Kolmogorov’s law of the iterated logarithm for noncommutative martingales JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2015 SP - 1124 EP - 1130 VL - 51 IS - 3 PB - Gauthier-Villars UR - http://www.numdam.org/articles/10.1214/14-AIHP603/ DO - 10.1214/14-AIHP603 LA - en ID - AIHPB_2015__51_3_1124_0 ER -
%0 Journal Article %A Zeng, Qiang %T Kolmogorov’s law of the iterated logarithm for noncommutative martingales %J Annales de l'I.H.P. Probabilités et statistiques %D 2015 %P 1124-1130 %V 51 %N 3 %I Gauthier-Villars %U http://www.numdam.org/articles/10.1214/14-AIHP603/ %R 10.1214/14-AIHP603 %G en %F AIHPB_2015__51_3_1124_0
Zeng, Qiang. Kolmogorov’s law of the iterated logarithm for noncommutative martingales. Annales de l'I.H.P. Probabilités et statistiques, Tome 51 (2015) no. 3, pp. 1124-1130. doi : 10.1214/14-AIHP603. http://www.numdam.org/articles/10.1214/14-AIHP603/
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