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
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
Journal title :
JOURNAL OF THEORETICAL PROBABILITY