Inner rates of coverage of Strassen type sets by increments of the uniform empirical and quantile processes (Q2485838)
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| Language | Label | Description | Also known as |
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| English | Inner rates of coverage of Strassen type sets by increments of the uniform empirical and quantile processes |
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Inner rates of coverage of Strassen type sets by increments of the uniform empirical and quantile processes (English)
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5 August 2005
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The author studies, among others, the strong limiting behavior of the empirical oscillation modulus at \(f\in B\) where \(B\) denotes the Banach space of all bounded real-valued functions defined on \([0, 1]\) and vanishing at \(0\), endowed with the sup-norm \(\|\cdot\|\). More specifically, let \(\{U_i; i\geq 1\}\) be i.i.d. uniform \((0, 1]\) random variables and define the empirical increment process \[ \Delta\alpha_n(a,t)= \alpha_n(t+ aI)- \alpha_n(t)\in B,\quad a\in [0,1],\quad t\in [0,1-a], \] where \(\alpha_n\) denotes the empirical process based on \(U_1,\dots, U_n\). Define \(J(f)= \int_{[0,1]} (f')^2d\lambda\) and let \(\{a_n\}\) be a non-random sequence such that \(a_n\downarrow 0\) and \(na_n\uparrow\infty\). Put \(c= \lim_{n\to\infty}\, (\log a^{-1}_n)/(\log\log n).\) Assuming that \(f\in\{g: J(g)< 1\}\) and some additional conditions the author proves that if \(c=\infty\), then \[ \lim_{n\to\infty}\,\nabla_f(\log a^{-1}_n)\inf_{t\in T_n}\,\Biggl\|{\Delta\alpha_n(a_n, t)\over b_n}- f\Biggr\|= {\pi\over 4\sqrt{1-J(f)}}, \] and that if \(c< \infty\), then \[ \liminf_{n\to\infty}\, \nabla_f((1+ c)\log\log n)\inf_{t\in T_n}\,\Biggl\|{\Delta\alpha_n(a_n, t)\over b_n}- f\Biggr\|= {\pi\over 4\sqrt{1-J(f)}}, \] where \(b_n=n(2a_n \log a^{-1}_n+ \log\log n)^{1/2}\), \(T_n\) is a subset of \([0,1-a_n]\) and \(\nabla_f(L)\) is the solution of the equation \(1- \inf_{\| g-f\|\leq 1/\nabla} J(g)= \pi^2\nabla^2/16L^2.\)
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Empirical processes
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Clustering rates
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Chung-Mogulskii functional laws
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Strassen's law of the iterated logarithm
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Wiener process
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