On Vervaat and Vervaat-error-type processes for partial sums and renewals

DOI10.1016/j.jspi.2006.06.019zbMath1108.60029arXivmath/0401041OpenAlexW2008226476MaRDI QIDQ866641

Endre Csáki, Miklós Csörgő, Josef G. Steinebach, Zdzisław Rychlik

Publication date: 14 February 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0401041

zbMATH Keywords

weak convergenceWiener processstrong and weak approximations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17)

Related Items

Strong approximations for long memory sequences based partial sums, counting and their Vervaat processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bahadur-Kiefer-type processes
• Strong approximation of renewal processes
• Pointwise and uniform asymptotics of the Vervaat error process
• On the Vervaat and Vervaat-error processes
• Kiefer's theorem via the Hungarian construction
• An approximation of partial sums of independent RV's, and the sample DF. II
• An invariance principle for the law of the iterated logarithm
• A Note on Quantiles in Large Samples
• On Bahadur's Representation of Sample Quantiles
• Functional central limit theorems for processes with positive drift and their inverses