Locations of extreme values of the empirical process (Q2772065)
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scientific article; zbMATH DE number 1706607
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| English | Locations of extreme values of the empirical process |
scientific article; zbMATH DE number 1706607 |
Statements
18 February 2002
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uniform empirical process
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law of the iterated logarithm
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Brownian bridge
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strong approximation
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Locations of extreme values of the empirical process (English)
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Let \(\alpha_n\) be a uniform empirical process and \(\mu_n\) (respectively, \(\nu_n)\) the unique location of its maximum (respectively, minimum). The author proves that NEWLINE\[NEWLINE\liminf_{n\to\infty} \log^2_2(n) |\mu_n-\nu_n |=\pi^2 \text{ almost surely}.NEWLINE\]NEWLINE The basic tool of proof is a strong approximation theorem due to \textit{J. Komlós}, \textit{P. Major} and \textit{G. Tusnády} [Z. Wahrscheinlichkeitstheorie Verw. Geb. 32, 111-131 (1975; Zbl 0308.60029)].
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0.8624917268753052
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0.8025437593460083
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0.7889338731765747
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