An empirical process central limit theorem for multidimensional dependent data

DOI10.1007/S10959-012-0450-3zbMATH Open1335.62084arXiv1110.0963OpenAlexW1989759302MaRDI QIDQ457103FDOQ457103

Authors: Olivier Durieu, Marco Tusche 

Publication date: 26 September 2014

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: Let $(U_n(t){)}_{tin{R}^d}$ be the empirical process associated to an $R^d$-valued stationary process $(X_i{)}_{ige0}$. We give general conditions, which only involve processes $(f(X_i){)}_{ige0}$ for a restricted class of functions $f$, under which weak convergence of $(U_n(t){)}_{tin{R}^d}$ can be proved. This is particularly useful when dealing with data arising from dynamical systems or functional of Markov chains. This result improves those of [DDV09] and [DD11], where the technique was first introduced, and provides new applications.

Full work available at URL: https://arxiv.org/abs/1110.0963

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zbMATH Keywords

limit theoremschainingmultiple mixingmultivariate empirical processes

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

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Cited In (11)

• Empirical processes of multidimensional systems with multiple mixing properties
• Empirical process theory for locally stationary processes
• Approximating class approach for empirical processes of dependent sequences indexed by functions
• Gaussian limits for a fork-join network with nonexchangeable synchronization in heavy traffic
• Limit theorems for empirical processes based on dependent data
• New techniques for empirical processes of dependent data
• Empirical process theory for nonsmooth functions under functional dependence
• Title not available (Why is that?)
• A note on weak convergence of the sequential multivariate empirical process under strong mixing
• Central limit theorems for conditional empirical and conditional \(U\)-processes of stationary mixing sequences
• An empirical almost sure central limit theorem under the weak dependence assumptions and its application to copula processes

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