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arXiv · 1907.03625

Arbitrary functional Glivenko-Cantelli classes and applications to different types of dependence

Harouna Sangaré·Gane Samb Lo·Mamadou Cherif Moctar Traoré
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Abstract

Using a general strong law of large number proved by Sangar\'e and Lo (2015) and the entropy numbers, we provide functional Glivenko-Cantelli (GC) classes for arbitrary stationary real-valued random variables (rrv's). Next, the general results are particularized for different types of dependence (association, $\phi$-mixing, in particular) and compared with available results in the literature.

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Harouna Sangaré, Gane Samb Lo, Mamadou Cherif Moctar Traoré. 2019-07-05. Arbitrary functional Glivenko-Cantelli classes and applications to different types of dependence. https://arxiv.org/abs/1907.03625

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