0 M ay 1 99 9 1 THE LIL FOR CANONICAL U - STATISTICS OF ORDER

نویسنده

  • Joel Zinn
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 …

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تاریخ انتشار 1999