For a general class of statistics expressible as extrema of certain sample functions, an almost sure invariance principle, particularly useful in the context of the law of iterated logarithm and the probabilities of moderate deviations, is established, and its applications are stressed.
Publié le : 1976-02-14
Classification:
Almost sure invariance principle,
bundle strength of filaments,
extrema of sample functions,
law of iterated logarithm,
multivariate Kolmogorov-Smirnov statistics,
probability of moderate deviations,
60F10,
60F15
@article{1176996182,
author = {Sen, Pranab Kumar},
title = {An Almost Sure Invariance Principle for the Extrema of Certain Sample Functions},
journal = {Ann. Probab.},
volume = {4},
number = {6},
year = {1976},
pages = { 81-88},
language = {en},
url = {http://dml.mathdoc.fr/item/1176996182}
}
Sen, Pranab Kumar. An Almost Sure Invariance Principle for the Extrema of Certain Sample Functions. Ann. Probab., Tome 4 (1976) no. 6, pp. 81-88. http://gdmltest.u-ga.fr/item/1176996182/