• 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