关于$U$-统计量遍历定理的若干注记
Some remarks on the ergodic theorem for $U$-statistics
AI总结:
本文研究二阶平稳遍历$U$-统计量的收敛性,给出几乎必然和$L^1$收敛的充分条件,通过反例说明需中心化及上确界有界的条件。
摘要:
本文研究具有平稳遍历数据的二阶$U$-统计量的收敛性。我们给出了其几乎必然收敛与$L^1$收敛的充分条件,并给出若干反例表明$U$-统计量本身可能不收敛:需要进行中心化,且$\u200b\bigsup_{j\geq 2}\mathbb{E}[|h(X_1,X_j)|]$需有界。
英文摘要:
In this note, we investigate the convergence of a $U$-statistic of order two having stationary ergodic data. We will find sufficient conditions for the almost sure and $L^1$ convergence and present some counter-examples showing that the $U$-statistic itself might fail to converge: centering is needed as well as boundedness of $\sup_{j\geq 2}\mathbb{E}[|h(X_1,X_j)|]$.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。