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Kolmogorov's law of the iterated logarithm for noncommutative martingales

Published 6 Dec 2012 in math.PR, math.FA, and math.OA | (1212.1504v3)

Abstract: 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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