%0 Journal Article
%T Exponential Bounds in the Law of Iterated Logarithm for Martingales
%A E. Ostrovsky
%A L. Sirota
%J Mathematics
%D 2008
%I arXiv
%X 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.
%U http://arxiv.org/abs/0801.2125v1