English

Normal Approximation for $U$- and $V$-statistics of a Stationary Absolutely Regular Sequence

Probability 2019-10-17 v3

Abstract

Let (Xn,t)t=1(X_{n,t})_{t=1}^{\infty} be a stationary absolutely regular sequence of real random variables with the distribution dependent on the number~nn. The paper presents sufficient conditions for the asymptotic normality (for nn\to\infty and common centering and normalization) of the distribution of the nonhomogeneous UU-statistic of order rr which is given on the sequence Xn,1,,Xn,nX_{n,1},\ldots,X_{n,n} with a kernel also dependent on nn. The same results for VV-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.

Keywords

Cite

@article{arxiv.1904.06691,
  title  = {Normal Approximation for $U$- and $V$-statistics of a Stationary Absolutely Regular Sequence},
  author = {Vladimir G. Mikhailov and Natalia M. Mezhennaya},
  journal= {arXiv preprint arXiv:1904.06691},
  year   = {2019}
}

Comments

15 pp

R2 v1 2026-06-23T08:38:59.407Z