0 M ay 1 99 9 1 THE LIL FOR CANONICAL U - STATISTICS OF ORDER
نویسنده
چکیده
Let X, X i , i∈N, be independent identically distributed random variables and let h(x,y)= h(y,x) be a measurable function of two variables. It is shown that the bounded law of the iterated logarithm, lim sup n (n log log n) −1 1≤i 0, was obtained by Dehling, Denker and Philipp (1984, 1986), and with finite second moment by Dehling (1989) and Ar-cones and Giné (1995). Giné and Zhang (1996) showed that there exist degenerate kernels h with infinite second moment such that, nevertheless, the corresponding U-statistics satisfy the law of the iterated logarithm, and obtained a necessary in-tegrability condition as well. This last article and Goodman's (1996) also contain LIL's under assumptions that do not imply finiteness of the second moment of h, but that fall quite short from being necessary. The LIL for finite sums of products k i=1 λ i φ i (x 1) · · · φ i (x m) is easier (Eh 2 < ∞ is necessary) and was considered by Teicher (1995) for k = 1 and by Giné and Zhang (1996) for any k < ∞. In the present article the bounded LIL problem is solved for kernels of order 2. Next we describe our result and comment on its (relatively involved) proof. 2 …
منابع مشابه
The Lil for Canonical U - Statistics of Order
LetX, Xi, i∈N, be independent identically distributed random variables and let h(x,y)= h(y,x) be a measurable function of two variables. It is shown that the bounded law of the iterated logarithm, lim supn(n log log n) −1 ∣∣∑ 1≤i<j≤n h(Xi,Xj) ∣∣<∞ a.s., holds if and only if the following three conditions are satisfied: h is canonical for the law of X (that is, Eh(X,y)=0 for almost all y) and th...
متن کاملOn the Law of the Iterated Logarithm for L-statistics without Variance
Let {X,Xn; n ≥ 1} be a sequence of i.i.d. random variables with distribution function F (x). For each positive integer n, let X1:n ≤ X2:n ≤ · · · ≤ Xn:n be the order statistics of X1, X2, · · · , Xn. Let H(·) be a real Borel-measurable function defined on R such that E|H(X)| < ∞ and let J(·) be a Lipschitz function of order one defined on [0, 1]. Write μ = μ(F, J,H) = E(J(U)H(F←(U))) and Ln(F, ...
متن کاملar X iv : h ep - t h / 95 05 05 9 v 1 1 0 M ay 1 99 5 orthochronous The Conformal Spin and Statistics Theorem
متن کامل
1 8 M ay 1 99 9 Some properties of second order theta functions on Prym varieties
Let P ∪P ′ be the two component Prym variety associated to anétale double cover˜C → C of a non-hyperelliptic curve of genus g ≥ 6 and let |2Ξ 0 | and |2Ξ ′ 0 | be the linear systems of second order theta divisors on P and P ′ respectively. The component P ′ contains canonically the Prym curve˜C. We show that the base locus of the subseries of divisors containing˜C ⊂ P ′ is exactly the curve˜C. ...
متن کامل0 M ay 1 99 9 Statistical properties of braid groups in locally free approximation
Statistical and probabilistic characteristics of locally free group with growing number of generators are defined and their application to statistics of braid groups is given.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 1999