Inner rates of coverage of Strassen type sets by increments of the uniform empirical and quantile processes
We establish Chung-Mogulskii type functional laws of the iterated logarithm for medium and large increments of the uniform empirical and quantile processes. This gives the ultimate sup-norm distance between various sets of properly normalized empirical increment processes and a fixed function of the relevant cluster sets. Interestingly, we obtain the exact rates and constants even for most functions of the critical border of Strassen type balls and further introduce minimal entropy conditions on the locations of the increments under which the fastest rates are achieved with probability one. Similar results are derived for the Brownian motion and other related processes.
Year of publication: |
2005
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Authors: | Berthet, Philippe |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 115.2005, 3, p. 493-537
|
Publisher: |
Elsevier |
Keywords: | Empirical processes Clustering rates Chung-Mogulskii functional laws Strassen's law of the iterated logarithm Wiener process |
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