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Teor. Veroyatnost. i Primenen., 2003 Volume 48, Issue 2, Pages 321–339 (Mi tvp287)

This article is cited in 4 papers

Lower functions of empirical processes and Brownian sheets

M. A. Lifshitsa, Zh. Shib

a University of Sciences and Technologies
b Université Pierre & Marie Curie, Paris VI

Abstract: We give a complete characterization of the lower functions for the two-parameter Brownian sheet and for the uniform empirical process via integral criteria. Our result for the Brownian sheet can be viewed as a solution, in a very special case (the general case remains an open question), of the following problem: find the escape rate of infinite-dimensional Brownian motion. Our result for the empirical process disproves (and provides the correct form of) a conjecture in [G. R. Shorack and J. A. Wellner, Wiley, New York, 1986.].

Keywords: rate of escape, empirical process, infinite-dimensional Brownian motion, Brownian sheet, lower function.

Received: 30.09.2002

DOI: 10.4213/tvp287


 English version:
Theory of Probability and its Applications, 2004, 48:2, 273–287

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