Some remarks on the uniform weak convergence of stochastic processes

DOI10.1016/0167-7152(95)00080-1zbMath0864.60017OpenAlexW2064181085WikidataQ127517152 ScholiaQ127517152MaRDI QIDQ1916226

Miguel A. Arcones

Publication date: 2 July 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(95)00080-1

zbMATH Keywords

weak convergenceempirical processlocal process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Foundations of stochastic processes (60G05)

Related Items (2)

Asymptotic normality of multivariate trimmed means ⋮ Empirical depth processes

Cites Work

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• Limit theorems for \(U\)-processes
• The space D(A) and weak convergence for set-indexed processes
• Distributions related to linear bounds for the empirical distribution function
• Central limit theorems for empirical measures
• Limits of canonical \(U\)-processes and \(B\)-valued \(U\)-statistics
• Functional laws of the iterated logarithm for local empirical processes indexed by sets
• The central limit theorem for stochastic processes
• Multiple integration with respect to Poisson and Lévy processes
• Measures on non-separable metric spaces
• Weak convergence of probabilities on nonseparable metric spaces and empirical measures on Euclidean spaces
• Convergence of stochastic processes

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