Аннотация:
Let (Xn,t)∞t=1 be a stationary absolutely regular sequence of real random variables with the distribution dependent on the number n. The paper presents sufficient conditions for the asymptotic normality (for n→∞ and common centering and normalization) of the distribution of the nonhomogeneous U-statistic of order r which is given on the sequence Xn,1,…,Xn,n with a kernel also dependent on n. The same results for V-statistics also hold. To analyze sums of dependent random variables with rare strong dependencies, the proof uses the approach that was proposed by S. Janson in 1988 and upgraded by V. Mikhailov in 1991 and M. Tikhomirova and V. Chistyakov in 2015.
Образец цитирования:
V. G. Mikhailov, N. M. Mezhennaya, “Normal approximation for U- and V-statistics of a stationary absolutely regular sequence”, Сиб. электрон. матем. изв., 17 (2020), 672–682
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\by V.~G.~Mikhailov, N.~M.~Mezhennaya
\paper Normal approximation for $U$- and $V$-statistics of a stationary absolutely regular sequence
\jour Сиб. электрон. матем. изв.
\yr 2020
\vol 17
\pages 672--682
\mathnet{http://mi.mathnet.ru/semr1240}
\crossref{https://doi.org/10.33048/semi.2020.17.045}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000532336600001}
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/semr1240
https://www.mathnet.ru/rus/semr/v17/p672
Эта публикация цитируется в следующих 2 статьяx:
В. Г. Михайлов, Н. М. Меженная, А. В. Волгин, “Об условиях асимптотической нормальности числа повторений в стационарной случайной последовательности”, Дискрет. матем., 33:3 (2021), 64–78; V. G. Mikhailov, N. M. Mezhennaya, A. V. Volgin, “On the asymptotic normality conditions for the number of repetitions in a stationary random sequence”, Discrete Math. Appl., 32:6 (2022), 391–401
Н. М. Меженная, В. Г. Михайлов, “Центральная предельная теорема для U-статистик от цепочек меток вершин на полном графе”, ПДМ. Приложение, 2021, № 14, 30–32