Approximations fortes pour des processus bivariés (Q3147604)

The author proves the equivalence of these two approximation theorems. Theorem 1.1. Let \(H_n\) be a two-dimensional uniform empirical process. For any integer \(n\) there exists a two-dimensional Brownian bridge \(D^{(n)}\) such that for all positive \(x\) and all \((a,b)\in[0,1]^2\), the following inequalities hold: \[ \begin{aligned} &{\mathbf P}\Big(\sup_{0\leq t\leq a, 0\leq s\leq b}|n H_n(t,s)-nts-\sqrt{n}D^{(n)}(t,s)|\geq(x+C_1\log(nab))\log(nab)\Big)\leq\Lambda_1\exp(-\lambda_1x),\\ &{\mathbf P}\Big(\sup_{0\leq t\leq a}|n F_n(t)-nt-\sqrt{n}D^{(n)}(t,1)|\geq x+C_0\log(na)\Big) \leq\Lambda_0\exp(-\lambda_0x),\\ &{\mathbf P}\Big(\sup_{0\leq s\leq b}|n G_n(s)-ns-\sqrt{n}D^{(n)}(1,s)|\geq x+C_0\log(nb)\Big) \leq\Lambda_0\exp(-\lambda_0 x),\end{aligned} \] where \(F_n(t)=H_n(t,1)\), \(G_n(s)=H_n(1,s)\) and \(C_0,\) \(\Lambda_0,\) \(\lambda_0\), \(C_1,\) \(\Lambda_1,\) \(\lambda_1\) are absolute positive constants. Theorem 1.3. For any integer \(n\) there exists a Kiefer process \(K^{(n)}\) on \([0,1]\times\{1,\ldots,n\}\) such that for all positive \(x\), all \(a\in[0,1]\), and any integer \(m\leq n\) the following inequalities hold: \[ \begin{aligned} &{\mathbf P}\Big(\sup_{1\leq j\leq m, 0\leq t\leq a}|j F_j(t)-jt-K^{(n)}(t,j)|\geq(x+C_3\log(ma))\log(ma)\Big)\leq\Lambda_3\exp(-\lambda_3 x),\\ &{\mathbf P}\Big(\sup_{0\leq t\leq a}|n F_n(t)-nt-K^{(n)}(t,n)|\geq x+C_0\log(na)\Big) \leq\Lambda_0\exp(-\lambda_0 x),\end{aligned} \] where the constants \(C_0,\) \(\Lambda_0,\) \(\lambda_0\) are the same as in the previous theorem and \(C_3,\) \(\Lambda_3,\) \(\lambda_3\) are absolute positive constants.