A uniform limit theorem for predictive d
β
Patrizia Berti; Pietro Rigo
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Article
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2002
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Elsevier Science
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English
β 121 KB
Let {Fn} be a ΓΏltration, {Xn} an adapted sequence of real random variables, and { n} a predictable sequence of non-negative random variables with 1 ΒΏ 0. Set ΓΏn = n i=1 i and deΓΏne the random distribution functions Fn(t) = (1=ΓΏn) n i=1 i I {X i 6t} and Bn(t) = (1=ΓΏn) n i=1 i P(Xi 6 t|Fi-1). Under mil