Abstract: | Sufficient conditions are found for the weak convergence of a weighted empirical process {(νn(C)/q(P(C))) 1 P(C) λn]: C
}, indexed by a class
of sets and weighted by a function q of the size of each set. We find those functions q which allow weak convergence to a sample-continuous Gaussian process, and, given q, determine the fastest rate at which one may allow λn → 0. |