Functional central limit theorem and Marcinkiewicz strong law of large numbers for Hilbert-valued U-statistics of absolutely regular data - CNRS - Centre national de la recherche scientifique
Article Dans Une Revue Brazilian Journal of Probability and Statistics Année : 2023

Functional central limit theorem and Marcinkiewicz strong law of large numbers for Hilbert-valued U-statistics of absolutely regular data

Résumé

In this paper, we investigate the functional central limit theorem and the Marcinkiewicz strong law of large numbers for U-statistics having absolutely regular data and taking value in a separable Hilbert space. The novelty of our approach consists in using coupling in order to formulate a deviation inequality for original $U$-statistic, where the upper bound involves the mixing coefficient and the tail of several U-statistics of i.i.d. data. The presented results improve the known results in several directions: the case of metric space valued data is considered as well as Hilbert space valued, and the mixing rates are less restrictive in a wide range of parameters.
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Dates et versions

hal-04273319 , version 1 (07-11-2023)

Identifiants

Citer

Davide Giraudo. Functional central limit theorem and Marcinkiewicz strong law of large numbers for Hilbert-valued U-statistics of absolutely regular data. Brazilian Journal of Probability and Statistics, 2023, 38 (2), ⟨10.1214/24-bjps607⟩. ⟨hal-04273319⟩
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