The law of the large numbers for \(U\)-statistics for \(2m\)-wise independent random variables (Q1807922)

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scientific article; zbMATH DE number 1368763
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    The law of the large numbers for \(U\)-statistics for \(2m\)-wise independent random variables
    scientific article; zbMATH DE number 1368763

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      The law of the large numbers for \(U\)-statistics for \(2m\)-wise independent random variables (English)
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      4 January 2001
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      With Etemadi's law of large numbers for pairwise independent variables as the first step in an induction that also uses some elements of Etemadi's proof, it is proved here that the strong law of large numbers holds for \(U\)-statistics with integrable kernels \(h\) of \(m\) variables and based on identically distributed sequences that are only \(2m\)-wise independent. It is also shown that the extension to \(U\)-statistics of the Marcinkiewicz law of large numbers for \(0<p<1\) does not even require independence, but only equidistribution of \(h(X_{i_1}, \dots, X_{i_m})\) for all \(1\leq i_1< \cdots <i_m\).
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      \(U\)-statistics
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      law of large numbers
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      \(m\)-dependence
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