Limit theorems for U-statistics of Bernoulli data
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Publication:4989418
zbMATH Open1469.60077arXiv1904.07296MaRDI QIDQ4989418FDOQ4989418
Authors: Davide Giraudo 
Publication date: 25 May 2021
Abstract: In this paper, we consider U-statistics whose data is a strictly stationary sequence which can be expressed as a functional of an i.i.d. one. We establish a strong law of large numbers, a bounded law of the iterated logarithms and a central limit theorem under a dependence condition. The main ingredients for the proof are an approximation by U-statistics whose data is a functional of i.i.d. random variables and an analogue of the Hoeffding's decomposition for U-statistics of this type.
Full work available at URL: https://arxiv.org/abs/1904.07296
Recommendations
\(U\)-statisticscentral limit theoremlaw of large numberslaw of the iterated logarithmsfunctionals of i.i.d.
Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Stochastic processes (60G99)
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Cited In (7)
- Threshold results for \(U\)-statistics of dependent binary variables
- Some notes on ergodic theorem for \(U\)-statistics of order \(m\) for stationary and not necessarily ergodic sequences
- Functional central limit theorem and Marcinkiewicz strong law of large numbers for Hilbert-valued \(U\)-statistics of absolutely regular data
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