On integrability in the LIL for degenerate \(U\)-statistics (Q678084)

The authors investigate necessary and sufficient integrability conditions for the law of the iterated logarithm for degenerate \(U\)-statistics. They provide an example showing that square integrability of the kernel function is not necessary for the LIL to hold. This complements earlier results of the first author and \textit{J. Zinn} [in: Probability in Banach spaces, 8. Prog. Probab. 30, 273-291 (1992; Zbl 0851.60029)] showing that integrability of the kernel is not a necessary condition for the law of large numbers. Both these results are in contrast with necessity of square integrability for the central limit theorem. The authors of the present paper also provide a necessary and a sufficient condition for the LIL, both weaker than square integrability -- unfortunately the two conditions are not the same, leaving a gap to be filled by future research.