Empirical process sampled along a stationary process

Abstract: Let

(X_{u n d e r l i n e e l l})_{u n d e r l i n e e l l i n m a t h b b Z^{d}}

be a real random field (r.f.) indexed by

m a t h b b Z^{d}

with common probability distribution function

F

. Let

(z_{k})_{k = 0}^{i} n f t y

be a sequence in

m a t h b b Z^{d}

. The empirical process obtained by sampling the random field along

(z_{k})

is

. We give conditions on

(z_{k})

implying the Glivenko-Cantelli theorem for the empirical process sampled along

(z_{k})

in different cases (independent, associated or weakly correlated random variables). We consider also the functional central limit theorem when the

X_{u n d e r l i n e e l l}

's are i.i.d. These conditions are examined when

(z_{k})

is provided by an auxiliary stationary process in the framework of ``random ergodic theorems.

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