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dc.contributor.authorFranke, Brice-
dc.contributor.authorWendler, Martin-
dc.date.accessioned2012-12-17T16:20:11Z-
dc.date.available2012-12-17T16:20:11Z-
dc.date.issued2012-12-17-
dc.identifier.urihttp://hdl.handle.net/2003/29830-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-10365-
dc.description.abstractLet (Sn)n2N be a random walk in the domain of attraction of an a -stable Lévy process and ( (n))n2N a sequence of iid random variables (called scenery). We want to investigate U-statistics indexed by the random walk Sn, that is Un := P 1 i<j n h( (Si); (Sj )) for some symmetric bivariate function h. We will prove the weak convergence without the assumption of finite variance. Additionally, under the assumption of finite moments of order greater than two, we will establish a law of the iterated logarithm for the U-statistic Un.en
dc.language.isoende
dc.relation.ispartofseriesDiscussion Paper / SFB 823;57/2012en
dc.subjectlaw of the iterated logarithmen
dc.subjectrandom sceneryen
dc.subjectrandom walken
dc.subjectstable limitsen
dc.subjectU-statisticsen
dc.subject.ddc310-
dc.subject.ddc330-
dc.subject.ddc620-
dc.titleStable limit theorem for U-statistic processes indexed by a random walken
dc.typeTextde
dc.type.publicationtypeworkingPaperde
dcterms.accessRightsopen access-
Appears in Collections:Sonderforschungsbereich (SFB) 823

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