Publications Meetings The Profession Membership Programs Math Samplings Policy & Advocacy In the News About the AMS
|
   
Mobile Device Pairing
Theory of Probability and Mathematical Statistics
Theory of Probability and Mathematical Statistics
ISSN 1547-7363(e) ISSN 0094-9000(p)

     

The ordinal convergence and Glivenko-Cantelli type theorems in $ L_p(-\infty,\infty)$

Author(s): I. K. Matsak
Translated by: O. I. Klesov
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, vipusk 75 (2006).
Journal: Theor. Probability and Math. Statist. No. 75 (2007), 83-92.
MSC (2000): Primary 60B12
Posted: January 24, 2008
MathSciNet review: 2321183
Retrieve article in: PDF

Abstract | References | Similar articles | Additional information

Abstract: Let $ F (t)$ be a distribution function and $ F_n (t)$ the corresponding empirical distribution function. We find necessary and sufficient conditions for the ordinal convergence o-lim$ F_n=F $ in the spaces $ L_p (-\infty,\infty)$.


References:

1.
V. I. Glivenko, Sulla determinazione empirica delle leggi di probabilitá, Giorn. Ist. Ital. Attuari. 4 (1933), no. 1, 92-99.

2.
M. Csörgö and P. Révész, Strong Approximations in Probability and Statistics, Akadémiai Kiadó, Budapest, 1981. MR 666546 (84d:60050)

3.
P. Gänssler and W. Stout, Empirical processes: A survey of results for independent and identically distributed random variables, Ann. Probab. 7 (1979), no. 2, 193-243. MR 525051 (80d:60002)

4.
E. V. Khmaladze, Some applications of the theory of martingales in statistics, Uspekhi Mat. Nauk 37 (1982), no. 6, 194-212. (Russian) MR 683280 (84c:62066)

5.
M. Ledoux and M. Talagrand, Probability in Banach Spaces, Springer, Berlin, 1991. MR 1102015 (93c:60001)

6.
I. K. Matsak, Ordinal law of large numbers in Banach lattices, Teor. Imovir. Mat. Stat. 62 (2000), 83-95; English transl. in Theory Probab. Math. Statist. 62 (2001), 89-102. MR 1871511 (2002k:60019)

7.
I. K. Matsak, A remark on the ordered law of large numbers, Teor. Imovir. Mat. Stat. 72 (2005), 84-92; English transl. in Theory Probab. Math. Statist. 72 (2006), 93-102. MR 2168139 (2006f:60011)

8.
J. Lindenstrauss and L. Tzafriri, Classical Banach Spaces, vol. 2, Springer-Verlag, Berlin, 1979. MR 0540367 (81c:46001)

9.
L. V. Kantorovich and G. P. Akilov, Functional Analysis, ``Nauka'', Moscow, 1984; English transl., Pergamon Press, Oxford-Elmsford, New York, 1982. MR 664597 (83h:46002)

10.
V. V. Yurinskiĭ, Exponential bounds for large deviations, Teor. Veroyatnost. Primenen. 19 (1974), no. 1, 152-153; English transl. in Theory Probab. Appl. 19 (1974), 154-155. MR 0334298 (48:12617)

11.
W. Feller, An Introduction to Probability Theory and its Applications, vol. II, John Wiley & Sons, Inc., New York-London-Sydney, 1971. MR 0270403 (42:5292)


Similar Articles:

Retrieve articles in Theory of Probability and Mathematical Statistics with MSC (2000): 60B12

Retrieve articles in all Journals with MSC (2000): 60B12


Additional Information:

I. K. Matsak
Affiliation: Department of Operations Research, Faculty for Cybernetics, National Taras Shevchenko University, Academician Glushkov Avenue, 6, Kyiv 03127, Ukraine
Email: mik@unicyb.kiev.ua

DOI: 10.1090/S0094-9000-08-00716-3
PII: S 0094-9000(08)00716-3
Keywords: Empirical distribution function, ordinal convergence, Glivenko--Cantelli theorem
Received by editor(s): 1/SEP/2005
Posted: January 24, 2008
Copyright of article: Copyright 2008, American Mathematical Society




AMS and Social Media LinkedIn Facebook Podcasts Twitter YouTube RSS Feeds Blogs Wikipedia