Some new almost sure results on the functional increments of the uniform empirical process

DOI10.1016/J.SPA.2010.11.006MaRDI QIDQ550137zbMATH OpenOpenAlexFDO

Authors Davit Varron

Publication date 8 July 2011

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1201.5516

zbMATH Keywords

empirical processesfunctional limit theorems

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)

Abstract: Given an observation of the uniform empirical process $al{p}_n$, its functional increments $al{p}_n(u+a_{n}cdot)-al{p}_n(u)$ can be viewed as a single random process, when $u$ is distributed under the Lebesgue measure. We investigate the almost sure limit behaviour of the multivariate versions of these processes as $if$ and $a_{n}downarrow0$. Under mild conditions on $a_n$, a convergence in distribution and functional limit laws are established. The proofs rely on a new extension of usual Poissonisation tools for the local empirical process.

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Cited in

(5)

• Some more results on increments of the partially observed empirical process.
• Limit theorems for occupation rates of local empirical processes
• Functional limit laws for local empirical processes in a spatial setting
• A general result of the almost sure central limit theorem of uniform empirical process
• Some results on increments of the partially observed empirical process

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