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Some liminf results for two-parameter processes

We obtain some liminf limits for the Wiener sheet. The approach relies on a careful analysis of the lower tail of the Ornstein-Uhlenbeck process. Our results can be applied to normalized Kiefer and empirical processes. In particular, they yield a satisfying answer to Hirsch's problem for the uniform empirical distribution function.
Year of publication:
1998
Authors: Csáki, Endre ; Shi, Zhan
Published in:
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 78.1998, 1, p. 27-46
Publisher: Elsevier
Keywords: Wiener sheet Ornstein-Uhlenbeck process Kiefer process Empirical process
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10008875449
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