{"@context":["https://w3id.org/fdo/context/v1",{"schema":"https://schema.org/","prov":"http://www.w3.org/ns/prov#","fdo":"https://w3id.org/fdo/vocabulary/"}],"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q916201","@type":"DigitalObject","kernel":{"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q916201","digitalObjectType":"https://schema.org/ScholarlyArticle","primaryIdentifier":"mardi:Q916201","kernelVersion":"v1","immutable":true,"modified":"2026-01-07T02:13:14Z"},"profile":{"@context":"https://schema.org","@type":"ScholarlyArticle","@id":"https://portal.mardi4nfdi.de/entity/Q916201","name":"A note on the approximation of the uniform empirical process","headline":"A note on the approximation of the uniform empirical process","description":"scientific article; zbMATH DE number 4153584","url":"https://portal.mardi4nfdi.de/entity/Q916201","datePublished":"1990-00-00","author":[{"@id":"https://portal.mardi4nfdi.de/entity/Q388753"}],"publisher":[{"@id":"https://portal.mardi4nfdi.de/entity/Q107063"}],"identifier":{"@type":"PropertyValue","propertyID":"doi","value":"10.1214/AOP/1176990941","url":"https://doi.org/10.1214/AOP/1176990941"},"sameAs":["https://doi.org/10.1214/AOP/1176990941"],"comment":"Let \\(\\{\\epsilon_ k\\), \\(k\\geq 1\\}\\) be a sequence of independent and on the interval [0,1] uniformly distributed random variables and define the empirical distribution function \\(F_ n(t)\\), \\(n\\geq 1\\), as  \\[  F(t)=1/n=\\{\\epsilon_ j,\\quad j\\leq n,\\quad \\epsilon_ j\\leq t\\},\\quad 0\\leq t\\leq 1.  \\]  \\(P_ n(t)\\), \\(0\\leq t\\leq 1\\), stands for a Poisson process with parameter n. Approximations of the empirical process by a Poisson process in a small neighbourhood of zero are considered. The main results are given as follows:    Theorem 1. For all \\(n\\geq 1\\), a Poisson process \\(P_ n(t)\\) with parameter n on the interval [0,1] and a sequence of independent and on the interval uniformly distributed random variables \\(\\epsilon_ 1,...,\\epsilon_ n\\) can be constructed simultaneously in such a way that the empirical distribution function defined with the help of these \\(\\epsilon\\) 's satisfies the relation  \\[  P(\\sup_{0<s<n^{-2/3}}| n(F_ n(s)-s)- (P_ n(s)-ns)| >C)<K \\exp (-8^{-1}\\sqrt{n}\\log n)  \\]  with some universal constants \\(C>0\\) and \\(K>0.\\)    Theorem 2. (a) For all \\(n=1,2,...\\), and 1/2\\(\\geq \\alpha \\geq 0\\) a sequence \\(\\epsilon_ 1,\\epsilon_ 2,...,\\epsilon_ n\\) of independent and on the interval [0,1] uniformly distributed random variables can be constructed together with a sequence \\(P_ 1(t),P_ 2(t),...,P_ n(t)\\) of independent Poisson processes with parameter 1 on the interval [0,1] in such a way that  \\[  P(\\sup_{k<n}\\sup_{0<t<n^{-1/2+\\alpha}}| k(F_ k(t)-t)-\\sum^{k}_{j=1}(P_ j(t)-t)| >m)\\leq C(m)n^{- 2(m+1)\\alpha}  \\]  for all \\(m=1,2,...\\), where the constants C(m) depend only on m.    (b) For any \\(\\delta >0\\), an infinite sequence \\(\\epsilon_ 1,\\epsilon_ 2,..\\). of independent random variables with uniform distribution on the interval [0,1] and an infinite sequence of independent Poisson processes \\(P_ 1(t),P_ 2(t),..\\). with parameter 1 on the interval [0,1] can be constructed in such a way that  \\[  P(\\sup_{k}\\sup_{0<t<n^{-1/2- \\delta}}| n(F_ n(t)-t)-\\sum^{n}_{j=1}(P_ j(t)-t)| <\\infty)=1. \\]"},"provenance":{"prov:generatedAtTime":"2026-01-07T02:13:14Z","prov:wasAttributedTo":"MaRDI Knowledge Graph"}}