Functional limit theorems for \(U\)-statistics indexed by a random walk. (Q2574506): Difference between revisions

The paper considers \(U\)-statistics \(U_n=\sum _{i,j=1}^n h(\xi _{S_i},\xi _{S_j})\), where \(S_n\) is a random walk in \(\mathbb Z^d\), \(d\geq 2\). A functional limit theorem for the random process \((U_{[nt]},\, 0\leq t\leq 1)\) is proved with the rate of convergence \(n\log (n)\) for a degenerate kernel and \(n\sqrt {n\log (n)}\) for a non-degenerate kernel.