A generalization of the Chung-Mogul'skii law of the iterated logarithm

DOI10.1016/0047-259X(91)90084-FMaRDI QIDQ808519zbMATH OpenFDO

Authors Zhan Shi

Publication date 1991

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259X(91)90084-F

zbMATH Keywords

Brownian bridgesempirical process of U-statistic structurelaw of the iterated logarithmstrong approximation theorem

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65)

Review text

Consider positive integers m and n, and a sequence \(X_ i\) of independent real random variables with a common continuous distribution function. Let \(H_ n(x)\) be \(\left( \begin{matrix} n\\ m\end{matrix} \right)^{- 1}\sum I[\max \{X_{i(1)},X_{i(2)},...,X_{i(m)}\}\leq x],\) where the sum is taken over all integers \(1\leq i(1)\leq...\leq i(m)\leq n\) and I[A] is the indicator function of A. The empirical process of U-statistic structure is defined by \(D_ n=n^{{1\over 2} }(H_ n-E H_ n)\). This paper extends Chung's ``other law of the iterated logarithm to such processes. With probability one, \[ \liminf_{n\to \infty}\sup_{x\in R}(\log \log n)^{{1\over 2} }| D_ n(x)| =\pi /8^{{1\over 2} }. \] This result is proved by means of a small deviation result for Brownian bridges, a lemma of \textit{K. B. Erickson} [Ann. Probab. 8, 325- 338 (1980; Zbl 0429.60034)] and the strong approximation theorem of \textit{H. Dehling}, \textit{M. Denker} and \textit{W. Philipp} [Ann. Inst. Henri Poincaré, Probab. Stat. 23, 121-134 (1987; Zbl 0619.60036)] for empirical processes of U-statistic structure.

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Cites work

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Cited in

(12)

• The almost sure invariance principle for the empirical process of U- statistic structure
• A functional law of the iterated logarithm for U-statistic type processes
• Laws of the iterated logarithm for local times of the empirical process
• Inner rates of coverage of Strassen type sets by increments of the uniform empirical and quantile processes
• On the Rates of the Chung-Type Law of Logarithm
• A Synthetic Proof of Makarov's Law of the Iterated Logarithm
• scientific article; zbMATH DE number 4166187 (Why is no real title available?)
• scientific article; zbMATH DE number 1275203 (Why is no real title available?)
• scientific article; zbMATH DE number 221916 (Why is no real title available?)
• Law of the iterated logarithm for U-statistics
• The law of the iterated logarithm for U-processes
• Precise asymptotics in Chung's law of the iterated logarithm

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