Varron, Davit - In: Stochastic Processes and their Applications 121 (2011) 2, pp. 337-356
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...