On the limit set in the law of the iterated logarithm for \(U\)-statistics of order two (Q4473006)
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scientific article; zbMATH DE number 2078177
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| English | On the limit set in the law of the iterated logarithm for \(U\)-statistics of order two |
scientific article; zbMATH DE number 2078177 |
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7 July 2004
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U-statistics
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law of the iterated logarithm
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0.91894317
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0.9087961
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0.9077381
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0.9048341
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0.9020715
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On the limit set in the law of the iterated logarithm for \(U\)-statistics of order two (English)
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\textit{E. Giné}, \textit{S. Kwapien}, \textit{R. Latala} and \textit{J. Zinn} [Ann. Probab. 29, 520--557 (2001; Zbl 1014.60026)] developed necessary and sufficient conditions for the law of the iterated logarithm for \(U\)-statistics of order 2. Let \(X_1, X_2, \dots\) be independent random variables distributed uniformly on \([0,1].\) The limit set in the LIL is identified for the particular case of statistics of the form \(U_n = \sum_{1 \leq i<j \leq n} \varepsilon_i \varepsilon_j h(X_i, X_j),\) where \((\varepsilon_i)\) is a Rademacher sequence of independent, symmetric random variables which take the values \(\pm 1\), \(h(x,y) = \sum_{k=1}^{\infty} a_k h_k(x)h_k(y),\) and \(h_k(x) = I(x \in (2^{-k}, 2^{-k+1}])\), \(k=1,2,\dots\), and \(a_k\) are positive constants For the entire collection see [Zbl 1029.00032].
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