Some remarks on the ergodic theorem for $U$-statistics
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 neede...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Académie des sciences
2023-11-01
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| Series: | Comptes Rendus. Mathématique |
| Online Access: | https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.494/ |
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| Summary: | 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 finiteness of $\sup _{j\ge 2}\mathbb{E}[|h(X_1,X_j)|]$. |
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| ISSN: | 1778-3569 |