Gaussian Characterization of Uniform Donsker Classes of Functions
Authors:
- Evarist GineEGEvarist Gine
- Joel ZinnJZJoel Zinn
Open Access
- 1 April 1991
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 19 (2) , 758-782
Abstract
It is proved that, for classes of functions $\mathscr{F}$ satisfying some measurability, the empirical processes indexed by $\mathscr{F}$ and based on $P \in \mathscr{P}(S)$ satisfy the central limit theorem uniformly in $P \in \mathscr{P}(S)$ if and only if the $P$-Brownian bridges $G_p$ indexed by $\mathscr{F}$ are sample bounded and $\rho_p$ uniformly continuous uniformly in $P \in \mathscr{P}(S)$. Uniform exponential bounds for empirical processes indexed by universal bounded Donsker and uniform Donsker classes of functions are also obtained.