Stable limit theorem for U-statistic processes indexed by a random walk

dc.contributor.author	Franke, Brice
dc.contributor.author	Wendler, Martin
dc.date.accessioned	2012-12-17T16:20:11Z
dc.date.available	2012-12-17T16:20:11Z
dc.date.issued	2012-12-17
dc.description.abstract	Let (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.identifier.uri	http://hdl.handle.net/2003/29830
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-10365
dc.language.iso	en	de
dc.relation.ispartofseries	Discussion Paper / SFB 823;57/2012	en
dc.subject	law of the iterated logarithm	en
dc.subject	random scenery	en
dc.subject	random walk	en
dc.subject	stable limits	en
dc.subject	U-statistics	en
dc.subject.ddc	310
dc.subject.ddc	330
dc.subject.ddc	620
dc.title	Stable limit theorem for U-statistic processes indexed by a random walk	en
dc.type	Text	de
dc.type.publicationtype	workingPaper	de
dcterms.accessRights	open access

Files

Now showing 1 - 1 of 1

Now showing 1 - 1 of 1