Pointwise and uniform asymptotics of the Vervaat error process
نویسندگان
چکیده
It is well known that, asymptotically, the appropriately normalized uniform Vervaat process, i.e., the integrated uniform Bahadur–Kiefer process properly normalized, behaves like the square of the uniform empirical process. We give a complete description of the strong and weak asymptotic behaviour in sup-norm of this representation of the Vervaat process and, likewise, we study also its pointwise asymptotic behaviour.
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