Empirical Discrepancies and Subadditive Processes

Loading...
Thumbnail Image

Embargo Date

Related Collections

Degree type

Discipline

Subject

empirical distribution
subadditive processes
entropy
convex sets
lower layers
algebraic regions
Physical Sciences and Mathematics

Funder

Grant number

License

Copyright date

Distributor

Related resources

Contributor

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.

Advisor

Date Range for Data Collection (Start Date)

Date Range for Data Collection (End Date)

Digital Object Identifier

Series name and number

Publication date

1978

Journal title

The Annals of Probability

Volume number

Issue number

Publisher

Publisher DOI

Journal Issues

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.

Recommended citation

Collection