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Approximations of the empirical process by a Poisson process in a small neighbourhood of zero are considered. The main results are given as follows:    Theorem 1. For all \\(n\\geq 1\\), a Poisson process \\(P_ n(t)\\) with parameter n on the interval [0,1] and a sequence of independent and on the interval uniformly distributed random variables \\(\\epsilon_ 1,...,\\epsilon_ n\\) can be constructed simultaneously in such a way that the empirical distribution function defined with the help of these \\(\\epsilon\\) 's satisfies the relation  \\[  P(\\sup_{0<s<n^{-2/3}}| n(F_ n(s)-s)- (P_ n(s)-ns)| >C)<K \\exp (-8^{-1}\\sqrt{n}\\log n)  \\]  with some universal constants \\(C>0\\) and \\(K>0.\\)    Theorem 2. (a) For all \\(n=1,2,...\\), and 1/2\\(\\geq \\alpha \\geq 0\\) a sequence \\(\\epsilon_ 1,\\epsilon_ 2,...,\\epsilon_ n\\) of independent and on the interval [0,1] uniformly distributed random variables can be constructed together with a sequence \\(P_ 1(t),P_ 2(t),...,P_ n(t)\\) of independent Poisson processes with parameter 1 on the interval [0,1] in such a way that  \\[  P(\\sup_{k<n}\\sup_{0<t<n^{-1/2+\\alpha}}| k(F_ k(t)-t)-\\sum^{k}_{j=1}(P_ j(t)-t)| >m)\\leq C(m)n^{- 2(m+1)\\alpha}  \\]  for all \\(m=1,2,...\\), where the constants C(m) depend only on m.    (b) For any \\(\\delta >0\\), an infinite sequence \\(\\epsilon_ 1,\\epsilon_ 2,..\\). of independent random variables with uniform distribution on the interval [0,1] and an infinite sequence of independent Poisson processes \\(P_ 1(t),P_ 2(t),..\\). with parameter 1 on the interval [0,1] can be constructed in such a way that  \\[  P(\\sup_{k}\\sup_{0<t<n^{-1/2- \\delta}}| n(F_ n(t)-t)-\\sum^{n}_{j=1}(P_ j(t)-t)| <\\infty)=1. 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