Abstract:
We prove the functional limit theorem, i.e., the invariance principle, for sequences of normalized U- and V-statistics of arbitrary orders with canonical kernels, defined on samples of growing size from a stationary sequence of random variables under the α- or φ-mixing conditions. The corresponding limit stochastic processes are described as polynomial forms of a sequence of dependent Wiener processes with a known covariance.
Citation:
I. S. Borisov, V. A. Zhechev, “Invariance principle for canonical U- and V-statistics based on dependent observations”, Mat. Tr., 16:2 (2013), 28–44; Siberian Adv. Math., 25:1 (2015), 21–32
\Bibitem{BorZhe13}
\by I.~S.~Borisov, V.~A.~Zhechev
\paper Invariance principle for canonical $U$- and $V$-statistics based on dependent observations
\jour Mat. Tr.
\yr 2013
\vol 16
\issue 2
\pages 28--44
\mathnet{http://mi.mathnet.ru/mt258}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3184036}
\transl
\jour Siberian Adv. Math.
\yr 2015
\vol 25
\issue 1
\pages 21--32
\crossref{https://doi.org/10.3103/S1055134415010034}
Linking options:
https://www.mathnet.ru/eng/mt258
https://www.mathnet.ru/eng/mt/v16/i2/p28
This publication is cited in the following 2 articles:
I. S. Borisov, A. A. Bystrov, “Exponential inequalities for the distributions of canonical multiple partial sum processes”, Theory Probab. Appl., 64:2 (2019), 171–185
I. S. Borisov, V. A. Zhechev, “Exponential inequalities for the distributions of V-processes based on dependent observations”, Siberian Adv. Math., 29 (2019), 263–273