Distributions of tail empirical processes on Banach function spaces

DOI10.1007/BF00970425MaRDI QIDQ1324889zbMATH OpenOpenAlexFDO

Authors Rimas Norvaiša

Publication date 21 July 1994

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00970425

zbMATH Keywords

Brownian bridgeempirical processOrlicz spacesprobability in Banach spacesweighted uniform empirical processes

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Review text

The proof of \(L_ p\) norms of weighted uniform empirical processes relies heavily on a delicate construction of the Brownian bridge approximating the empirical process in a weighted metric, obtained by \textit{M. Csörgő, S. Csörgő, L. Horváth} and \textit{D. M. Mason} [Ann. Probab. 14, 31-85 (1986; Zbl 0589.60029)]. The question we are going to answer is whether the proof can also be given using results and techniques from the field of probability in Banach spaces. In a slightly simpler case, an attempt to answer this question was undertaken in [author, Stochastic Processes Appl. 46, No. 1, 1-27 (1993; Zbl 0780.60011)]. There a weak convergence of distributions on Orlicz spaces induced by empirical and quantile processes was characterized. In this paper, as a path space, we consider a Banach function space of measurable functions defined on a finite measure space \(({\mathbb{R}}_ +,m)\). Moreover, in addition, we ask: assuming the fact that the weak convergence of distributions on a path space has been proved, can we then construct the limiting stochastic process?

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Cites work

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• scientific article; zbMATH DE number 3651181 (Why is no real title available?)
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Cited in

(2)

• The central limit theorem for empirical and quantile processes in some Banach spaces
• scientific article; zbMATH DE number 868157 (Why is no real title available?)

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