Some asymptotic properties of the local time of the uniform empirical process

Citation
M. Csorgo et al., Some asymptotic properties of the local time of the uniform empirical process, BERNOULLI, 5(6), 1999, pp. 1035-1058
Citations number
52
Categorie Soggetti
Mathematics
Journal title
BERNOULLI
ISSN journal
13507265 → ACNP
Volume
5
Issue
6
Year of publication
1999
Pages
1035 - 1058
Database
ISI
SICI code
1350-7265(199912)5:6<1035:SAPOTL>2.0.ZU;2-2
Abstract
We study the almost sure asymptotic properties of the local time of the uni form empirical process. In particular, we obtain two versions of the law of the iterated logarithm for the integral of the square of the local time. I t is interesting to note that the corresponding problems for the Wiener pro cess remain open. Properties of L-P-norms of the local time are studied. We also characterize the joint asymptotics of the local time at a fixed level and the maximum local time.