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The Vervaat Process in Lp Spaces

Author

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  • Csörgo, Miklós
  • Zitikis, Ricardas

Abstract

It is well known that, asymptotically, the appropriately normalized Vervaat process behaves like one half times the squared empirical process. Considering these two processes as elements of the Lp-space, 1[less-than-or-equals, slant]p

Suggested Citation

  • Csörgo, Miklós & Zitikis, Ricardas, 2001. "The Vervaat Process in Lp Spaces," Journal of Multivariate Analysis, Elsevier, vol. 78(1), pages 103-138, July.
    • Handle: RePEc:eee:jmvana:v:78:y:2001:i:1:p:103-138
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    References listed on IDEAS

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    1. Csörgo, Miklós & Zitikis, Ricardas, 1996. "Strassen's LIL for the Lorenz Curve," Journal of Multivariate Analysis, Elsevier, vol. 59(1), pages 1-12, October.
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    Cited by:

    1. Miklos Csorgo & Barbara Szyszkowicz & Lihong Wang, 2000. "Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences," RePAd Working Paper Series lrsp-TRS387, Département des sciences administratives, UQO.
    2. Endre Csáki & Miklós Csörgő & Antónia Földes & Zhan Shi & Ričardas Zitikis, 2002. "Pointwise and Uniform Asymptotics of the Vervaat Error Process," Journal of Theoretical Probability, Springer, vol. 15(4), pages 845-875, October.

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