Random fractals generated by oscillations of the uniform empirical process
โ Scribed by Zacharie Dindar
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 116 KB
- Volume
- 50
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
โฆ Synopsis
The Hausdor dimension of the set generated by exceptional oscillations of the uniform empirical process is studied. We correct a former result obtained by Deheuvels and Mason (1995, Ann. Probab. 23, 355 -387).
๐ SIMILAR VOLUMES
1) a{.) denotes the smallest a-algebra generated by the RV's in braces.
proved that for 0 \* 1 the set where W$(t) is a standard Wiener process. A corresponding result is obtained when W$ is replaced by a two-parameter Wiener process.
The use of Monte Carlo and other statistical procedures that depend on randomization of the observed data has been inhibited by uncertainty about the validity of random numbers generated by a computer. In the empirical test performed here, computergenerated numbers appeared to be just as "random" as