Asymptotics for the moment convergence of \(U\)-statistics in LIL (Q962488): Difference between revisions
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Latest revision as of 16:32, 2 July 2024
scientific article
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English | Asymptotics for the moment convergence of \(U\)-statistics in LIL |
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Asymptotics for the moment convergence of \(U\)-statistics in LIL (English)
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7 April 2010
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Let \(U_n\) be a zero mean \(U\)-statistic of degree 2 based on a sample of \(n\) independent and identically distributed random variables. This paper focuses on extensions of results on the exact probability convergence rate in the law of the iterated logarithm of \textit{J. Yan} and \textit{C. Su} [Acta Math. Sin., Chin. Ser. 50, No. 3, 517--526 (2007; Zbl 1141.60329)]. The new results follow the form of the complete moment convergence results of \textit{Y.S. Chow} [Bull. Inst. Math., Acad. Sin. 16, No. 3, 177--201 (1988; Zbl 0655.60028)]. The main result deals with sums of the form \[ \sum_{n=2}^{\infty} \phi(n) E(\sqrt{n}|U_n| - \varepsilon \sqrt{2 \log\log n})_{+},\;\text{for}\;\varepsilon >0, \] and particular functions \(\phi(n)\).
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law of the iterated logarithm
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precise asymptotics
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moment convergence rates
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