Title of article
Pointwise and Uniform Asymptotics of the Vervaat Error Process
Author/Authors
Shi، Zhan نويسنده , , Csorgo، Miklos نويسنده , , Csaki، Endre نويسنده , , Foldes، Antonia نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
-844
From page
845
To page
0
Abstract
It is well known that, asymptotically, the appropriately normalized uniform Vervaat process, i.e., the integrated uniform Bahadur–Kiefer process properly normalized, behaves like the square of the uniform empirical process. We give a complete description of the strong and weak asymptotic behaviour in sup-norm of this representation of the Vervaat process and, likewise, we also study its pointwise asymptotic behaviour.
Keywords
Bahadur–Kiefer process , Vervaat process , Kiefer process , Wiener process , Brownian bridge , convergence in distribution , law of the iterated logarithm , Empirical process , quantile process , strong approximation , Vervaat error process
Journal title
JOURNAL OF THEORETICAL PROBABILITY
Serial Year
2002
Journal title
JOURNAL OF THEORETICAL PROBABILITY
Record number
108366
Link To Document