On the Vervaat and Vervaat-Error Processes
详细信息 查看全文
文摘
It has been known since the pioneering works of Wim Vervaat in the early 70"s that the appropriately normalized Vervaat process asymptotically behaves like one half times the squared empirical process. In this paper we present a survey of the results concerning various distances between the Vervaat process and one half times the squared empirical process. In particular, the pointwise, L-, and sup-distances between these two processes are given full consideration.