English

A remark on the asymptotic tightness in $\ell^{\infty}([a,b])$

Probability 2016-10-11 v2

Abstract

In this note, we extend a simple criteria for uniform tightness in C(0,1)C(0,1), the class of real continuous functions defined on (0,1)(0,1), given in Theorem 8.3 of Billingsley to the asymptotic tightness in +([a,b])\ell^{+\infty}([a,b]), the class of real bounded functions defined on [a,b][a,b] with a<ba<b, in the lines of Theorems 1.5.6 and 1.5.7 in van der vaart and Wellner.

Keywords

Cite

@article{arxiv.1405.6342,
  title  = {A remark on the asymptotic tightness in $\ell^{\infty}([a,b])$},
  author = {Gane Samb Lo},
  journal= {arXiv preprint arXiv:1405.6342},
  year   = {2016}
}

Comments

4 pages