Empirical Discrepancies and Subadditive Processes
Steele, J. Michael
Ann. Probab., Tome 6 (1978) no. 6, p. 118-127 / Harvested from Project Euclid
If $X_i, i = 1,2,\cdots$ are independent and identically distributed vector valued random variables with distribution $F$, and $S$ is a class of subsets of $R^d$, then necessary and sufficient conditions are given for the almost sure convergence of $(1/n)D_n^s = \sup_{A\in S} |(1/n) \sum 1_A(X_i) - F(A)|$ to zero. The criteria are defined by combinatorial entropies which are given as the time constants of certain subadditive processes. These time constants are estimated, and convergence results for $(1/n)D_n^S$ obtained, for the classes of algebraic regions, convex sets, and lower layers. These results include the solution to a problem posed by W. Stute.
Publié le : 1978-02-14
Classification:  Empirical distribution,  subadditive processes,  entropy,  convex sets,  lower layers,  algebraic regions,  60F15,  60G99
@article{1176995615,
     author = {Steele, J. Michael},
     title = {Empirical Discrepancies and Subadditive Processes},
     journal = {Ann. Probab.},
     volume = {6},
     number = {6},
     year = {1978},
     pages = { 118-127},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995615}
}
Steele, J. Michael. Empirical Discrepancies and Subadditive Processes. Ann. Probab., Tome 6 (1978) no. 6, pp.  118-127. http://gdmltest.u-ga.fr/item/1176995615/