Abstract
We prove that the set of points where exceptional oscillations of empirical and related processes occur infinitely often is a random fractal, and evaluate its Hausdorff dimension.
Citation
Paul Deheuvels. David M. Mason. "On the Fractal Nature of Empirical Increments." Ann. Probab. 23 (1) 355 - 387, January, 1995. https://doi.org/10.1214/aop/1176988390
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