Laws of the iterated logarithm for local times of the empirical process
type: Item
instance of: scholarly article
title: Laws of the iterated logarithm for local times of the empirical process
zbMATH Open document ID: 0845.60079
author: Richard F. Bass
author: D. Khoshnevisan
published in: The Annals of Probability
publication date: 1996-09-02T00:00:00Z
review text: The upper and lower laws of the iterated logarithm for the maximum of the local time of the uniform empirical process are proved. Thus two open problems cited in the book of Shorack and Wellner are solved. The authors give exact expansions for the upper and lower tales of the distribution of the maximum of local time of standard Brownian bridge on \([0,1]\) and use them in the proof.
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 62G30
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60J75
zbMATH DE Number: 796547
zbMATH Keywords: iterated logarithm
zbMATH Keywords: local time
zbMATH Keywords: empirical process
zbMATH Keywords: Brownian bridge
reviewed by: R. Mikulevicius
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1176988391
OpenAlex ID: W1971093271
DOI: 10.1214/AOP/1176988391
description: scientific article; zbMATH DE number 796547