We prove that the set of points where exceptional oscillations of empirical and related processes occur infinitely often is a random fractal, and evaluate its Hausdorff dimension.
Publié le : 1995-01-14
Classification:
Empirical processes,
fractals,
strong laws,
functional laws of the iterated logarithm,
tail and local empirical processes,
60F06,
60F15
@article{1176988390,
author = {Deheuvels, Paul and Mason, David M.},
title = {On the Fractal Nature of Empirical Increments},
journal = {Ann. Probab.},
volume = {23},
number = {3},
year = {1995},
pages = { 355-387},
language = {en},
url = {http://dml.mathdoc.fr/item/1176988390}
}
Deheuvels, Paul; Mason, David M. On the Fractal Nature of Empirical Increments. Ann. Probab., Tome 23 (1995) no. 3, pp. 355-387. http://gdmltest.u-ga.fr/item/1176988390/