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

DOI10.1016/S0167-7152(98)00108-4MaRDI QIDQ1807922zbMATH OpenOpenAlexFDO

Authors Miguel A. Arcones

Publication date 4 January 2001

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(98)00108-4

zbMATH Keywords

\(m\)-dependence\(U\)-statisticslaw of large numbers

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Review text

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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Cites work

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Cited in

(6)

• . strong law of large numbers for \(U\)-statistics
• Sub-Bernoulli functions, moment inequalities and strong laws for nonnegative and symmetrized U-statistics
• A new large deviation inequality for U-statistics of order 2
• Limit theorems for U-statistics of Bernoulli data
• Pair correlations and \(U\)-statistics for independent and weakly dependent random variables
• Marcinkiewicz-Zygmund strong laws for U-statistics of weakly dependent observations

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