Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/95307
Authors: 
Berti, Patrizia
Pratelli, Luca
Rigo, Pietro
Year of Publication: 
2010
Series/Report no.: 
Quaderni di Dipartimento 132
Abstract: 
Empirical processes for non ergodic data are investigated under uniform distance. Some CLTs, both uniform and non uniform, are proved. In particular, conditions for Bn = n1/2) (µn - bn) and Cn = n1/2) (µn - an) to converge in distribution are given, where µn is the empirical measure, an the predictive measure, and bn = 1/n sum (ai) for i=0 to n-1. Such conditions can be applied to any adapted sequence of random variables. Various examples and a characterization of conditionally identically distributed sequences are given as well.
Subjects: 
Conditional identity in distribution
empirical process
exchangeability
predictive measure
stable convergence
Document Type: 
Working Paper

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