Accuracy of the approximation of an empirical process by a Brownian bridge (Q1180097): Difference between revisions

Let \((X,{\mathcal A},P)\) be a probability space. Let \(P_ n\) be empirical measures for \(P\). We ask that \(Z_ n\) is an empirical process if \(Z_ n=n^{1/2}(P_ n-P)\). In a number of papers, the Kolmós-Major- Tusnády theorem [\textit{J. Kolmós}, \textit{P. Major} and \textit{G. Tusnády}, Z. Wahrscheinlichkeitstheorie Verw. Geb. 32, 111-131 (1975; Zbl 0308.60029)] is generalized to the case of an empirical process on measurable spaces and functions [see for example \textit{I. S. Borisov}, Probability theory and mathematical statistics, Proc. 4th USSR-Jap. Symp., Tbilisi/USSR 1982, Lect. Notes Math. 1021, 45-58 (1983; Zbl 0527.60031) or \textit{P. Massart}, Ann. Probab. 17, No. 1, 266-291 (1989; Zbl 0675.60026)]. In this paper, the author proves some results already announced in the paper reviewed above. These results are a continuation of a Borisov-Massart approach.