Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10527385 | Stochastic Processes and their Applications | 2005 | 45 Pages |
Abstract
We establish Chung-Mogulskii type functional laws of the iterated logarithm for medium and large increments of the uniform empirical and quantile processes. This gives the ultimate sup-norm distance between various sets of properly normalized empirical increment processes and a fixed function of the relevant cluster sets. Interestingly, we obtain the exact rates and constants even for most functions of the critical border of Strassen type balls and further introduce minimal entropy conditions on the locations of the increments under which the fastest rates are achieved with probability one. Similar results are derived for the Brownian motion and other related processes.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Philippe Berthet,