Acta mathematica scientia,Series A ›› 2012, Vol. 32 ›› Issue (1): 41-54.

• Articles • Previous Articles     Next Articles

Precise Asymptotics in the Law of Logarithm for U-statistics

 ZHOU Hui, LIN Zheng-Yan   

  1. Department of Mathematics, Zhejiang University, Hangzhou 310027
  • Received:2010-06-25 Revised:2011-07-21 Online:2012-02-25 Published:2012-02-25
  • Supported by:

    国家自然科学基金(11171303)和高校博士生专项基金(20090101110020)资助

Abstract:

Let {Xn; n ≥1} be a sequence of i.i.d. random variables, and Un be a U-statistic based on the symmetric kernel function h(x, y). Set Un =2/n(n-1) ∑1≤i<jn h(Xi, Xj), h1(x) =Eh(x, X2). Under someproperconditions, the exactmomentconvergenceratesof ∑n=2 (logn)δ-1EUn2I {I U n |≥n 1/2√log} and ∑n=3(loglognε)δ-1/logn EUn2 I {|U n |≥n1/2 √log lognε } are showed.

Key words: U-statistics, Law of the iterated logarithm, Precise asymptotics, Complete mo-ment convergence

CLC Number: 

  • 60F15
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