Weak convergence in \(L^p(0,1)\) of the uniform empirical process under dependence (Q1273018): Difference between revisions

Let \(\{U_n, n\geq 1\}\) be a stationary sequence of uniform random variables on \([0,1]\) and define the uniform empirical process \(\xi_n\) by \(\{U_1, \dots, U_n\}\). The authors prove firstly some sufficient conditions which assure that \(\{\xi_n, n\geq 1\}\) is tight in \(L^p(0,1)\) \((p\geq 1)\) and secondly, by a unified treatment of strong mixing and associated case, establish the \(L^p(0,1)\) \((p\geq 2)\) weak convergence of \(\{\xi_i\}\). The result obtained improves the corresponding known results, especially for \(p\) not too large [cf. the authors, in: Wavelets and statistics. Lect. Notes Stat. 103, 331-344 (1995; Zbl 0831.60037)] and \textit{Ch. Suquet} [Trans. AMS Proc. St. Petersburg Math. Soc. 5)]. Some examples are also shown.