Some liminf results for two-parameter processes

Endre Csáki and Zhan Shi

Stochastic Processes and their Applications, 1998, vol. 78, issue 1, 27-46

Abstract: We obtain some liminf limits for the Wiener sheet. The approach relies on a careful analysis of the lower tail of the Ornstein-Uhlenbeck process. Our results can be applied to normalized Kiefer and empirical processes. In particular, they yield a satisfying answer to Hirsch's problem for the uniform empirical distribution function.

Keywords: Wiener; sheet; Ornstein-Uhlenbeck; process; Kiefer; process; Empirical; process (search for similar items in EconPapers)
Date: 1998
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