An Exposition of Bretagnolle and Massart’s Proof of the Kmt Theorem for the Uniform Empirical Process
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چکیده
Preface These lecture notes, part of a course given in Aarhus, August 1999, treat the classical empirical process defined in terms of empirical distribution functions. A proof, expanding on os-Major-Tusnóne in a 1989 paper by Bretagnolle and Massart, is given for the Komlády result on the speed of convergence of the empirical process to a Brownian bridge in the supremum norm. Herein " A := B " means A is defined by B, whereas " A =: B " means B is defined by A.
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تاریخ انتشار 2005