On the Vervaat and Vervaat-error processes (Q1969258): Difference between revisions
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Latest revision as of 11:51, 30 July 2024
scientific article
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English | On the Vervaat and Vervaat-error processes |
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On the Vervaat and Vervaat-error processes (English)
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28 May 2000
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For every integer \(n \geq 1\), let \(E_n\) be the empirical distribution function based on \(n\) independent random variables uniformly distributed over the unit interval, and let \(E_n^{-1}\) denote the corresponding quantile function. Then the uniform empirical process and the uniform quantile process (both non-normalized) are defined by \(\beta_n(t) = E_n(t) - t\) and \(\gamma_n(t) = E_n^{-1}(t) - t\) for \(0 \leq t\leq 1\), respectively. The processes \[ V_n(t) = \int\limits_0^t \beta_n(s) + \gamma_n(s) ds, \quad 0 \leq t \leq 1, \] and \(Q_n = V_n - 2^{-1} \beta_n^2\) are called uniform Vervaat process and Vervaat error process, respectively. This paper presents a survey of known asymptotic results for the processes \(V_n\) and \(Q_n\), a good part of them belonging to the authors. References to the literature are given, but no proofs.
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uniform empirical processes
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uniform quantile processes
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Vervaat-processes
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Vervaat-error processes
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