Threshold results for U-statistics of dependent binary variables

Citation
Ng. Becker et S. Utev, Threshold results for U-statistics of dependent binary variables, J THEOR PR, 14(1), 2001, pp. 97-114
Citations number
10
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF THEORETICAL PROBABILITY
ISSN journal
08949840 → ACNP
Volume
14
Issue
1
Year of publication
2001
Pages
97 - 114
Database
ISI
SICI code
0894-9840(200101)14:1<97:TRFUOD>2.0.ZU;2-L
Abstract
Large sample results for certain U-statistics, and related statistics, of b inary dependent random variables are studied. The class of U-statistics inc lude partial sums and polynomials of partial sums of a sequence of random v ariables. A very wide range of limit results are found. The form of the lim it result can depend substantially on the magnitude of the appropriate norm alizing sequence for the sum. Unexpectedly, the nature of the limit result also depends significantly on whether the degree of the U-statistic is even or odd. It is shown that dependence is a major factor contributing to this result. The limit results are illustrated with reference to a simple dynam ic sequence of binary variables and a reinforced random walk.