Non standard functional limit laws for the increments of the compound empirical distribution function

DOI10.1214/09-EJS381zbMath1329.60078arXiv1201.5528MaRDI QIDQ1952102

Davit Varron, Myriam Maumy

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.5528

zbMATH Keywords

empirical processeslarge deviationsPoisson process

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Large deviations (60F10) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Some new almost sure results on the functional increments of the uniform empirical process

Cites Work

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• A nonstandard uniform functional limit law for the increments of the multivariate empirical distribution function
• A Functional Form of the Erdos-Renyi Law of Large Numbers
• The Large Deviation Principle for Stochastic Processes. Part I
• Large deviations for processes with independent increments

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