On the distributions of \(L_ p\) norms of weighted uniform empirical and quantile processes (Q1103983)

Let \(U_{1,n}\leq U_{2,n}\leq...\leq U_{n,n}\) be the order statistics based on a random sample \(U_ 1,U_ 2,...,U_ n\) from a uniform (0,1) distribution. For \(0\leq s\leq 1\), define the uniform quantile process \(u_ n(s)\) as \(u_ n(0)=0\) and \(u_ n(s)=n^{1/2}(s-U_{k,n})\) if \((k-1)/n<s\leq k/n\), \(k=1,2,...,n\); also, for \(0\leq s\leq 1\), let \(e_ n(s)=n^{1/2}(E_ n(s)-s)\), where \(E_ n(.)\) is the empirical distribution function based on \(U_ 1,U_ 2,...,U_ n\). Asymptotic distributions of functionals of the form \[ \int_{A_ n}| u_ n(s)| \quad p/q(s)ds\quad and\quad \int_{A_ n}| e_ n(s)| \quad p/q(s)ds \] have been studied for various choices of intervals of integration \(A_ n\), where \(1\leq p<\infty\) and q(.) is a weight function assumed to be positive on (0,\()\) and regularly varying at zero, for the purposes of all the theorems except the first one which applies even when more generally q(s) is such that \(\int^{1/2}_{0}s^{p/2}/q(s)ds<\infty\).