Pointwise and uniform asymptotics of the Vervaat error process

DOI10.1023/A:1020650502619zbMath1019.60027OpenAlexW97450143MaRDI QIDQ1866068

Zhan Shi, Endre Csáki, Ričardas Zitikis, Miklós Csörgő, Antónia Földes

Publication date: 3 April 2003

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1020650502619

zbMATH Keywords

Wiener processconvergence in distributionlaw of the iterated logarithmBrownian bridgeempirical processstrong approximationquantile processKiefer processVervaat processBahadur-Kiefer processVervaat error process

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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