Invariance principle for symmetric statistics (Q799022)
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English | Invariance principle for symmetric statistics |
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Invariance principle for symmetric statistics (English)
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1984
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The symmetric statistics of arbitrary order of independent and identically distributed random variables with values in an arbitrary measurable space are investigated. The invariance principles for these statistics in the space D[0,T] are proved. The limiting process is expressed as the sum of multiple Wiener integrals with respect to Gaussian random measure. Some applications for U-statistics of fixed rank are given. The paper extends the results of \textit{E. B. Dynkin} and the first author, ibid. 11, 739-745 (1983; Zbl 0518.60050).
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invariance principles
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multiple Wiener integrals
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