No label defined (Q4035836)

[For the entire collection see Zbl 0752.00055.] Let \(I(h)=\int \int h(x,y)X(dx)X(dy)\) be the double integral with respect to an \(\alpha\)-stable process [\textit{T. McConnell} and \textit{M. Taqqu}, Stochastic Processes Appl. 22, 323-331 (1986; Zbl 0614.60049)], totally skewed to the right (i.e., the skewness parameter \(\beta=1)\), \(0<\alpha<1\). In the special case of the function \(h(x,y)=\varphi(x)\varphi(y)I\{x\neq y\}\), the distribution of \(I(h)\) and the behavior around the origin of the characteristic function is found. This, in particular, yields the description of the tail behavior of \(I(h)\). It follows that, for simple functions \(h(x,y)\), the above double integral is nothing but a simple \(U\)-statistics of order 2 [cf. also reviewer, Probab. Theory Relat. Fields 94, No. 1, 83-90 (1992; Zbl 0767.60045)].