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

DOI10.3150/15-BEJ745MaRDI QIDQ502873zbMATH OpenOpenAlexFDO

Authors 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, https://projecteuclid.org/euclid.bj/1475001357

zbMATH Keywords

random walk\(U\)-statisticsstochastic integralrandom scenerystable limitsLévy sheet

Mathematics Subject Classification ID

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

Abstract: We establish limit theorems for U-statistics indexed by a random walk on Z^d and we express the limit in terms of some Levy sheet Z(s,t). Under some hypotheses, we prove that the limit process is Z(t,t) if the random walk is transient or null-recurrent ant that it is some stochastic integral with respect to Z when the walk is positive recurrent. We compare our results with results for random walks in random scenery.

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Cited in

(4)

• Functional limit theorems for \(U\)-statistics indexed by a random walk.
• Limit theorems for U-statistics indexed by a one dimensional random walk
• Cramér's type results for some bootstrapped \(U\)-statistics
• Stable limit theorem for \(U\)-statistic processes indexed by a random walk

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