The functional limit theorem for the canonical \(U\)-processes defined on dependent trials (Q642072): Difference between revisions
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Latest revision as of 12:09, 30 July 2024
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English | The functional limit theorem for the canonical \(U\)-processes defined on dependent trials |
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The functional limit theorem for the canonical \(U\)-processes defined on dependent trials (English)
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25 October 2011
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This paper provides a functional limit theorem for canonical \(U\)-statistics of arbitrary order based on a stationary sequence of \(\varphi\)-mixing random variables. The result complements the weak limit theorem for canonical \(U\)-statistics of \textit{I. S. Borisov} and \textit{N. V. Volod'ko} [Mat. Tr. 11, No. 1, 25--48 (2008); translation in Sib. Adv. Math. 18, No. 4, 242--257 (2008; Zbl 1249.60027)]. The proof relies on an orthonormal representation of the kernel function associated with the statistic and the limit distribution is described in terms of a linear combination of products of Hermite polynomials evaluated at a sequence of dependent Wiener processes with a known covariance structure.
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invariance principle
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stationary sequences
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\(\varphi\)-mixing
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