Abstract
We prove a law of the iterated logarithm for the Kolmogorov-Smirnov statistic, or equivalently, the discrepancy of sequences (nkω) mod 1. Here (nk) is a sequence of integers satisfying a sub-Hadamard growth condition and such that linear Diophantine equations in the variables nk do not have too many solutions. The proof depends on a martingale embedding of the empirical process; the number-theoretic structure of (n k) enters through the behavior of the square function of the martingale.
Original language | English |
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Pages (from-to) | 107-145 |
Number of pages | 39 |
Journal | Illinois Journal of Mathematics |
Volume | 50 |
Issue number | 1 |
DOIs | |
Publication status | Published - 1 Jan 2006 |
ASJC Scopus subject areas
- Mathematics(all)