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Strong limits related to the oscillation modulus of the empirical process based on the k-spacing process

Methodology 2014-07-01 v1 Probability

Abstract

Recently, several strong limit theorems for the oscillation moduli of the empirical process have been given in the iid-case. We show that, with very slight differences, those strong results are also obtained for some representation of the reduced empirical process based on the (non-overlapping) k-spacings generated by a sequence of independent random variables (rv's) uniformly distributed on (0,1)(0,1). This yields weak limits for the mentioned process. Our study includes the case where the step k is unbounded. The results are mainly derived from several properties concerning the increments of gamma functions with parameters k and one.

Keywords

Cite

@article{arxiv.1406.7434,
  title  = {Strong limits related to the oscillation modulus of the empirical process based on the k-spacing process},
  author = {Gane Samb Lo},
  journal= {arXiv preprint arXiv:1406.7434},
  year   = {2014}
}

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23 pages