Empirical processes indexed by Lipschitz functions (Q1087221)

Let \(BL_ 1({\mathbb{R}})=\{f: {\mathbb{R}}\to {\mathbb{R}}|\| f\|_{\infty}\leq 1\), \(\| f\|_ L\leq 1\}\) and \(Lip_ 1({\mathbb{R}})=\{f: {\mathbb{R}}\to {\mathbb{R}}|\| f\|_ L\leq 1\}\), where \(\| f\|_{\infty}=\sup_{t}| f(t)|\) and \(\| f\|_ L=\sup_{s\neq t}| f(t)-f(s)| /| t-s|\). In the paper empirical processes indexed by the classes \(BL_ 1({\mathbb{R}})\) and \(Lip_ 1({\mathbb{R}})\) of Lipschitz functions are investigated. The authors prove that a necessary and sufficient condition for \(BL_ 1({\mathbb{R}})\) to be a functional P-Donsker class is \[ \sum^{\infty}_{j=1}(\Pr [j-1<| X| \leq j])^{1/2}<\infty, \] and for \(Lip_ 1({\mathbb{R}})\) is \[ \sum^{\infty}_{j=1}(\Pr [| X| >j])^{1/2}<\infty, \] where \(P={\mathcal L}(X)\).