Approximating class approach for empirical processes of dependent sequences indexed by functions (Q396010)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Approximating class approach for empirical processes of dependent sequences indexed by functions |
scientific article |
Statements
Approximating class approach for empirical processes of dependent sequences indexed by functions (English)
0 references
8 August 2014
0 references
The paper considers an empirical process of order \(n\) given by \[ {U_n}(f) = {n^{ - {1 {\left/ {\vphantom{1 2}} \right. } 2}}}\sum_{i = 1}^n {(f({X_i}) - \int f\, d \mu )}, \] where \(({X_i})\) is a stationary process with values in a measurable space and with marginal distribution \(\mu \), and \(f\) belongs to a uniformly bounded class \(F\) of real-valued measurable functions on this space. Given a Borel probability measure \(L\) on \({l^\infty }(F)\), \(({U_n}(f), \, n \geqslant 1)\) is said to be convergent in distribution to \(L\) if \({E^ * }(\varphi ({U_n})) \to \int {\varphi (x)\, dL(x)} \) for all bounded and continuous real-valued functions on \({l^\infty }(F)\), where \({E^ * }\) denotes the outer integral. The main result of the paper gives conditions for the empirical process to converge in distribution in \({l^\infty }(F)\) to a tight Gaussian process.
0 references
empirical processes
0 references
convergence in distribution
0 references
tight Gaussian process
0 references
stationary process
0 references
0 references
0 references
0 references
0 references
0 references