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...

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Veröffentlicht in:Advances in applied probability 2023-09, Vol.55 (3), p.841
1. Verfasser: Janson, Svante
Format: Artikel
Sprache:eng
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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