A note on weak convergence of the sequential multivariate empirical process under strong mixing

2013/04/18 by Axel Bücher, Bücher, Axel
Computer Science · Mathematics · #60F17 #60G10 #62G30 #Bayesian Methods and Mixture Models #FOS: Mathematics #Probability (math.PR) #Statistical Methods and Inference #Statistics Theory (math.ST) #Stochastic processes and statistical mechanics #math.PR #math.ST #msc:60F17 #msc:60G10 #msc:62G30 #stat.TH

paper · pdf · doi:10.48550/arxiv.1304.5113

10 pages

arxiv created 2013/04/18 · openalex publication_date 2013/04/18 · arxiv updated 2013/04/19 · openalex created_date 2022/08/22 · openalex updated_date 2026/07/28

Abstract

This article investigates weak convergence of the sequential d-dimensional empirical process under strong mixing. Weak convergence is established for mixing rates α_n = O(n^-a), where a>1, which slightly improves upon existing results in the literature that are based on mixing rates depending on the dimension d.

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