Statistics Papers
Document Type
Journal Article
Date of this Version
1978
Publication Source
The Annals of Probability
Volume
6
Issue
1
Start Page
118
Last Page
127
DOI
10.1214/aop/1176995615
Abstract
If Xi,i=1,2,⋯Xi,i=1,2,⋯ are independent and identically distributed vector valued random variables with distribution F, and S is a class of subsets of Rd, then necessary and sufficient conditions are given for the almost sure convergence of (1/n)Dsn = supA∈S |(1/n) ∑ 1A(Xi)−F(A)| to zero. The criteria are defined by combinatorial entropies which are given as the time constants of certain subadditive processes. These time constants are estimated, and convergence results for (1/n)DnS obtained, for the classes of algebraic regions, convex sets, and lower layers. These results include the solution to a problem posed by W. Stute.
Copyright/Permission Statement
The original and published work is available at: https://projecteuclid.org/euclid.aop/1176995615#abstract
Keywords
empirical distribution, subadditive processes, entropy, convex sets, lower layers, algebraic regions
Recommended Citation
Steele, J. M. (1978). Empirical Discrepancies and Subadditive Processes. The Annals of Probability, 6 (1), 118-127. http://dx.doi.org/10.1214/aop/1176995615
Date Posted: 27 November 2017
This document has been peer reviewed.
Comments
At the time of publication, author J. Michael Steele was affiliated with University of British Columbia. Currently, he is a faculty member at the Statistics Department at the University of Pennsylvania.