Some new almost sure results on the functional increments of the uniform empirical process

Given an observation of the uniform empirical process [alpha]n, its functional increments [alpha]n(u+an[dot operator])-[alpha]n(u) can be viewed as a single random process, when u is distributed under the Lebesgue measure. We investigate the almost sure limit behaviour of the multivariate versions of these processes as n-->[infinity] and an[downwards arrow]0. Under mild conditions on an, a convergence in distribution and functional limit laws are established. The proofs rely on a new extension of the usual Poissonisation tools for the local empirical process.