Stable limit theorem for U-statistic processes indexed by a random walk

DOI10.1214/16-ECP4173zbMATH Open1357.60025arXiv1212.2133OpenAlexW2962714038MaRDI QIDQ507786FDOQ507786

Authors: Brice Franke, Françoise Pène, Martin Wendler 

Publication date: 7 February 2017

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: Let (S_n)_{ninN} be a Z-valued random walk with increments from the domain of attraction of some alpha-stable law and let (xi(i))_{iin�} be a sequence of iid random variables. We want to investigate U-statistics indexed by the random walk S_n, that is U_n:=sum_{1leq i<jleq n}h(xi(S_i),xi(S_j)) for some symmetric bivariate function h. We will prove the weak convergence without assumption of finite variance. Additionally, under the assumption of finite moments of order greater than two, we will establish a law of the iterated logarithm for the U-statistic U_n.

Full work available at URL: https://arxiv.org/abs/1212.2133

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zbMATH Keywords

random walk\(U\)-statisticsweak convergencestable limit theoremslaw of iterated logarithmrandom scenery

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Processes in random environments (60K37)

Cited In (6)

• Functional limit theorems for \(U\)-statistics indexed by a random walk.
• Estimation of Additive Error in Mixed Spectra for Stable Processes
• Limit theorems for U-statistics indexed by a one dimensional random walk
• Empirical processes for recurrent and transient random walks in random scenery
• Cramér's type results for some bootstrapped \(U\)-statistics
• Functional limit theorems for U-statistics indexed by a random walk

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