A tail empirical process approach to some nonstandard laws of the iterated logarithm |
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| Authors: | Paul Deheuvels David M. Mason |
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| Affiliation: | (1) 7 Avenue du Château, F-92340 Bourg-la-Reine, France;(2) Department of Mathematical Sciences, University of Delaware, 501 Ewing Hall, 19716 Newark, Delaware |
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| Abstract: | ![]()
We show that a number of nonstandard laws of the iterated logarithm have limiting constants which may be expressed as the extreme values of functionals off, wheref varies over suitable compact sets of functions. By solving the corresponding extremal problems, we show how these constants are generated. In addition, several new laws are presented. |
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| Keywords: | Law of the iterated logarithm empirical and quantile processes strong limit theorems order statistics |
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