Convergence of \(U\)-statistics indexed by a random walk to stochastic integrals of a Lévy sheet

DOI10.3150/15-BEJ745zbMath1367.60047arXiv1401.7958OpenAlexW2963510641MaRDI QIDQ502873

Brice Franke, Françoise Pène, Martin Wendler

Publication date: 11 January 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.7958

zbMATH Keywords

random walkrandom scenery\(U\)-statisticsstochastic integralstable limitsLévy sheet

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Stochastic integrals (60H05) Processes in random environments (60K37) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Cramér's type results for some bootstrapped \(U\)-statistics

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