Functional laws of the iterated logarithm for small increments of empirical processes |
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Authors: | P. Deheuvels |
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Affiliation: | L.S.T.A., UniversitéParis VI, 4 Place Jussieu, 75252 Paris Cedex 05. France |
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Abstract: | Let F , denote the uniform empirical distribution based on the first n ≥ 1 observations from an i.i.d. sequence of uniform (0, 1) random variables. We describe the almost sure limiting behavior of the sets of increment functions {Fn(t + hn.) - Fn(t): 0 ≤ t ≤ 1 - hn}, when {hn: n ≥ 1) is a nonincreasing sequence of constants such that nhn /log n ← 0. |
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Keywords: | Laws of the iterated logarithm strong laws laws of large numbers empirical processes order statistics |
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