Laws of the iterated logarithm for local times of the empirical process (Q1897189)
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English | Laws of the iterated logarithm for local times of the empirical process |
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Laws of the iterated logarithm for local times of the empirical process (English)
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2 September 1996
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The upper and lower laws of the iterated logarithm for the maximum of the local time of the uniform empirical process are proved. Thus two open problems cited in the book of Shorack and Wellner are solved. The authors give exact expansions for the upper and lower tales of the distribution of the maximum of local time of standard Brownian bridge on \([0,1]\) and use them in the proof.
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iterated logarithm
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local time
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empirical process
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Brownian bridge
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