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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2020, Volume 17, Pages 672–682
DOI: https://doi.org/10.33048/semi.2020.17.045
(Mi semr1240)
 

This article is cited in 2 scientific papers (total in 2 papers)

Probability theory and mathematical statistics

Normal approximation for $U$- and $V$-statistics of a stationary absolutely regular sequence

V. G. Mikhailova, N. M. Mezhennayab

a Steklov Mathematical Institute of Russian Academy of Sciences, 8, Gubkina str., Moscow, 119991, Russia
b Bauman Moscow State Technical University, 5/1, 2-aya Baumanskaya str., Moscow, 105005, Russia
Full-text PDF (178 kB) Citations (2)
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Abstract: Let $(X_{n,t})_{t=1}^{\infty}$ 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 $n\to\infty$ and common centering and normalization) of the distribution of the nonhomogeneous $U$-statistic of order $r$ which is given on the sequence $X_{n,1},\ldots,X_{n,n}$ 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.
Keywords: absolute regularity condition, characterizing graph, central limit theorem, dependency graph, $U$-statistic, $V$-statistic, stationary sequence.
Received October 16, 2019, published May 8, 2020
Bibliographic databases:
Document Type: Article
UDC: 519.214
MSC: 60F05, 05C90, 94C15
Language: English
Citation: V. G. Mikhailov, N. M. Mezhennaya, “Normal approximation for $U$- and $V$-statistics of a stationary absolutely regular sequence”, Sib. Èlektron. Mat. Izv., 17 (2020), 672–682
Citation in format AMSBIB
\Bibitem{MikMez20}
\by V.~G.~Mikhailov, N.~M.~Mezhennaya
\paper Normal approximation for $U$- and $V$-statistics of a stationary absolutely regular sequence
\jour Sib. \`Elektron. Mat. Izv.
\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}
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  • https://www.mathnet.ru/eng/semr/v17/p672
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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