2阶标准U-统计量的LIL
The LIL for canonical U-statistics of order 2
摘要:
设X,X_1,X_2,.是独立同分布的随机变量,设h(x,y)=h(y,x)是二元可测函数。证明了有界重对数律$\limsup_n (n\log\log n)^{-1}|\sum_{1<= i< j<= n}h(X_i,X_j)|<\infty$ a.s.,当且仅当满足以下三个条件时成立:h对于X的定律是正则的(即对于几乎y,Eh(X,y)=0),并且存在$C<\infty$使得,对于所有大u,$E\min(h^2(X_1,X_2),u)<C\log\log u$和$sup\{Eh(X_1,X_2)f(X_1)g(X_2):|f(X)|_2<1,\|g(X)\|_2<1, \|f\|_\infty<\infty, \|g\|_\infty<\infty\}< C$都是。
英文摘要:
Let X,X_1,X_2,... be independent identically distributed random variables and let h(x,y)=h(y,x) be a measurable function of two variables. It is shown that the bounded law of the iterated logarithm, $\limsup_n (n\log\log n)^{-1}|\sum_{1<= i< j<= n}h(X_i,X_j)|<\infty$ a.s., holds if and only if the following three conditions are satisfied: h is canonical for the law of X (that is Eh(X,y)=0 for almost y) and there exists $C<\infty$ such that, both, $E\min(h^2(X_1,X_2),u)<C\log\log u$ for all large u and $sup\{Eh(X_1,X_2)f(X_1)g(X_2):|f(X)|_2<1,\|g(X)\|_2<1, \|f\|_\infty<\infty, \|g\|_\infty<\infty\}< C$.
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