A Functional Law of the Iterated Logarithm for Empirical Distribution Functions of Weakly Dependent Random Variables
Philipp, Walter
Ann. Probab., Tome 5 (1977) no. 6, p. 319-350 / Harvested from Project Euclid
Let $\{n_k, k \geqq 1\}$ be a sequence of random variables uniformly distributed over $\{0, 1\}$ and let $F_N(t)$ be the empirical distribution function at stage $N$. Put $f_n(t) = N(F_N(t) - t)(N\log\log N)^{-\frac{1}{2}}, 0 \leqq t \leqq 1, N \geqq 3$. For strictly stationary sequences $\{n_k\}$ where $n_k$ is a function of random variables satisfying a strong mixing condition or where $n_k = n_k x \mod 1$ with $\{n_k, k \geqq 1\}$ a lacunary sequence of real numbers a functional law of the iterated longarithm is proven: The sequence $\{f_N(t), N \geqq 3\}$ is with probability 1 relatively compact in $D\lbrack 0, 1\rbrack$ and the set of its limits is the unit ball in the reproducing kernel Hilbert space associated with the covariance function of the appropriate Gaussian process.
Publié le : 1977-06-14
Classification:  Functional law of the iterated logarithm,  empirical distribution functions,  mixing random variables,  lacunary sequences,  reproducing kernel Hilbert space,  uniform distribution mod 1,  60F15,  10K05
@article{1176995795,
     author = {Philipp, Walter},
     title = {A Functional Law of the Iterated Logarithm for Empirical Distribution Functions of Weakly Dependent Random Variables},
     journal = {Ann. Probab.},
     volume = {5},
     number = {6},
     year = {1977},
     pages = { 319-350},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995795}
}
Philipp, Walter. A Functional Law of the Iterated Logarithm for Empirical Distribution Functions of Weakly Dependent Random Variables. Ann. Probab., Tome 5 (1977) no. 6, pp.  319-350. http://gdmltest.u-ga.fr/item/1176995795/