Abstract:
The functional limit theorem is proven for a sequence of normalized U-statistics (the socalled U-processes) of arbitrary order with canonical (degenerate) kernels defined on samples of φ-mixing observations of growing size. The corresponding limit distribution is described as that of a polynomial of a sequence of dependent Wiener processes with some known covariance function.
Keywords:
canonical U-statistics, invariance principle, stationary sequence of observations, φ-mixing.
Citation:
I. S. Borisov, V. A. Zhechev, “The functional limit theorem for the canonical U-processes defined on dependent trials”, Sibirsk. Mat. Zh., 52:4 (2011), 754–764; Siberian Math. J., 52:4 (2011), 593–601
\Bibitem{BorZhe11}
\by I.~S.~Borisov, V.~A.~Zhechev
\paper The functional limit theorem for the canonical $U$-processes defined on dependent trials
\jour Sibirsk. Mat. Zh.
\yr 2011
\vol 52
\issue 4
\pages 754--764
\mathnet{http://mi.mathnet.ru/smj2236}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2883212}
\transl
\jour Siberian Math. J.
\yr 2011
\vol 52
\issue 4
\pages 593--601
\crossref{https://doi.org/10.1134/S0037446611040045}
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Linking options:
https://www.mathnet.ru/eng/smj2236
https://www.mathnet.ru/eng/smj/v52/i4/p754
This publication is cited in the following 1 articles:
I. S. Borisov, V. A. Zhechev, “Invariance principle for canonical U- and V-statistics based on dependent observations”, Siberian Adv. Math., 25:1 (2015), 21–32