Open Access
January, 1988 Probability Estimates for Multiparameter Brownian Processes
Richard F. Bass
Ann. Probab. 16(1): 251-264 (January, 1988). DOI: 10.1214/aop/1176991899

Abstract

Let $F$ be a distribution function on $\lbrack 0, 1\rbrack^d$, and let $W_F$ be the Gaussian process that is the weak limit of the empirical process determined by $F$. If $G$ is a function on $\lbrack 0, 1\rbrack^d$, upper and lower bounds are found for $P(\sup_{t \in \lbrack 0, 1\rbrack^d}|W_F(t) - G(t)| \leq \varepsilon)$.

Citation

Download Citation

Richard F. Bass. "Probability Estimates for Multiparameter Brownian Processes." Ann. Probab. 16 (1) 251 - 264, January, 1988. https://doi.org/10.1214/aop/1176991899

Information

Published: January, 1988
First available in Project Euclid: 19 April 2007

zbMATH: 0645.60044
MathSciNet: MR920269
Digital Object Identifier: 10.1214/aop/1176991899

Subjects:
Primary: 60G15
Secondary: 60F10 , 60G60 , 62G10

Keywords: Brownian sheet , Empirical processes , Haar functions , Kolmogorov-Smirnov , large deviations

Rights: Copyright © 1988 Institute of Mathematical Statistics

Vol.16 • No. 1 • January, 1988
Back to Top