LAWS OF THE ITERATED LOGARITHM FOR LOCAL-TIMES OF THE EMPIRICAL PROCESS

被引：9
作者：
BASS, RF
KHOSHNEVISAN, D
机构：
来源：
ANNALS OF PROBABILITY | 1995年 / 23卷 / 01期
关键词：
EMPIRICAL PROCESS; LOCAL TIMES; BROWNIAN BRIDGE; LAWS OF THE ITERATED LOGARITHM;
D O I：
10.1214/aop/1176988391
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We give exact expansions for the upper and lower tails of the distribution of the maximum of local time of standard Brownian bridge on interval [0, 1]. We use the above expansions to prove upper and lower laws of the iterated logarithm for the maximum of the local time of the uniform empirical process. This solves two open problems cited in the book of Shorack and Wellner.
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页码：388 / 399
页数：12
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