Some liminf results for two-parameter processes

被引：2
|
作者：
Csaki, E
Shi, Z
机构：
[1] Hungarian Acad Sci, Inst Math, H-1364 Budapest, Hungary
[2] Univ Paris 06, LSTA, URA 1321, F-75252 Paris 05, France
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1998年 / 78卷 / 01期
关键词：
Wiener sheet; Ornstein-Uhlenbeck process; Kiefer process; empirical process;
D O I：
10.1016/S0304-4149(98)00045-3
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 obtain some liminf limits for the Wiener sheet. The approach relies on a careful analysis of the lower tail of the Ornstein-Uhlenbeck process. Our results can be applied to normalized Kiefer and empirical processes. In particular, they yield a satisfying answer to Kirsch's problem far the uniform empirical distribution function. (C) 1998 Elsevier Science B.V. All rights reserved.
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页码：27 / 46
页数：20
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