Empirical process sampled along the sums of a stationary process

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

Let (X)d be a real random field (r. f.) indexed by ℤd with common probability distribution function F. Let (zk)k=0 be a sequence in ℤd. The empirical process obtained by sampling the random field along (zk) is ∑nk=10[1Xzk≤s − F(s)]. We give conditions on (zk) that imply the Glivenko–Cantelli theorem for the empirical process sampled along (zk) in different cases (independent, associated or weakly correlated random variables). We consider also the functional central limit theorem when the X are i. i. d. These conditions are examined when (zk) is provided by the sums of an auxiliary stationary process. This leads to studying local times and maximum local times for ergodic sums.

Original languageEnglish
Title of host publicationErgodic Theory and Dynamical Systems - Proceedings of the Workshops
EditorsIdris Assani
PublisherWalter de Gruyter GmbH
Pages13-56
Number of pages44
ISBN (Electronic)9783111435503
DOIs
StatePublished - 23 Apr 2024
EventWorkshops on Ergodic Theory and Dynamical Systems 2021 - Chapel Hill, United States
Duration: 21 Jun 20219 Jul 2021

Publication series

NameDe Gruyter Proceedings in Mathematics
ISSN (Print)2942-4801
ISSN (Electronic)2942-4828

Conference

ConferenceWorkshops on Ergodic Theory and Dynamical Systems 2021
Country/TerritoryUnited States
CityChapel Hill
Period21/06/219/07/21

Keywords

  • Empirical process
  • Glivenko–Cantelli theorem
  • ergodic sums
  • functional central limit theorem
  • local times
  • random walks
  • sampling

ASJC Scopus subject areas

  • Applied Mathematics

Fingerprint

Dive into the research topics of 'Empirical process sampled along the sums of a stationary process'. Together they form a unique fingerprint.

Cite this