Asymptotic distributions for weighted \(U\)-statistics (Q1345607)

Let \(X_ 1,\dots, X_ n\) be i.i.d. random variables with uniform distribution in the interval \([0,1]\). Let the functions \(a(x_ 1,\dots, x_ k)\) and \(f(x_ 1,\dots, x_ k)\) be square-integrable and invariant under all permutations of their arguments. We assume that \[ \int f(y,x_ 2, \dots,x_ k) dy=0 \text{ for all } x_ 2,\dots, x_ k. \] Define the weighted \(U\)-statistics \[ U_ n= \sum_{a\leq j_ 1< j_ 2< \dots< j_ k\leq n} a(j_ 1, \dots, j_ k) f(X_{j_ 1}, \dots, X_{j_ k}). \] Using Poisson approximations the author proves that under four kinds of additional conditions on \(a(\cdot, \dots,\cdot)\) the distributions of \(n^{-k/2} U_ n\), respectively, converge weakly to some limit distributions which are expressed by means of multiple Wiener stochastic integrals. The results generalize those of \textit{K. A. O'Neil} and \textit{R. A. Redner} [Ann. Probab. 21, No. 2, 1159-1169 (1993; Zbl 0774.62018)].