Kolmogorov’s law of the iterated logarithm for noncommutative martingales

Zeng, Qiang

Annales de l'I.H.P. Probabilités et statistiques, Tome 51 (2015) no. 3, pp. 1124-1130.

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.

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