Asymptotic normality for M -dependent and constrained U -statistics, with applications to pattern matching in random strings and permutations
We study (asymmetric) -statistics based on a stationary sequence of -dependent variables; moreover, we consider constrained -statistics, where the defining multiple sum only includes terms satisfying some restrictions on the gaps between indices. Results include a law of large numbers and a central...
Gespeichert in:
Veröffentlicht in: | Advances in applied probability 2023-09, Vol.55 (3), p.841 |
---|---|
1. Verfasser: | |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Zusammenfassung: | We study (asymmetric) -statistics based on a stationary sequence of -dependent variables; moreover, we consider constrained -statistics, where the defining multiple sum only includes terms satisfying some restrictions on the gaps between indices. Results include a law of large numbers and a central limit theorem, together with results on rate of convergence, moment convergence, functional convergence, and a renewal theory version.
Special attention is paid to degenerate cases where, after the standard normalization, the asymptotic variance vanishes; in these cases non-normal limits occur after a different normalization.
The results are motivated by applications to pattern matching in random strings and permutations. We obtain both new results and new proofs of old results. |
---|---|
ISSN: | 0001-8678 1475-6064 |
DOI: | 10.1017/apr.2022.51 |