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Next: Topology 4 sub-sessions / Up: Probability Theory / Théorie Previous: Hao Yu - Weighted

Ricardas Zitikis - The Vervaat, Lorenz and some other related processes of probability and mathematical statistics in weighted metrics



RICARDAS ZITIKIS, Carleton University, Ottawa, Ontario  K1S 5B6, Canada
The Vervaat, Lorenz and some other related processes of probability and mathematical statistics in weighted metrics


We shall discuss various probabilistic properties of the general Vervaat process (that appears in: M. Csörgo and R. Zitikis, Strassen's LIL for the Lorenz curve. J. Multivariate Anal. (1) 59(1996), 1-12) along with its crucial role when analyzing the Lorenz, Bonferroni, Goldie and other related processes of statistical relevance. We shall discuss the importance of investigating the convergence of these processes in weighted supremum metrics, and under minimal assumptions as well.



 

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