A remark on strong law of large numbers for weighted U-statistics

被引:0
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作者
Hyung-Tae Ha
Mei Ling Huang
De Li Li
机构
[1] Gachon University,Department of Applied Statistics
[2] Brock University,Department of Mathematics and Statistics
[3] Lakehead University,Department of Mathematical Sciences
关键词
Strong law of large numbers; weighted U-statistics; complete convergence; 60F15; 60G50;
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摘要
Let {X,Xn; n ≥ 1} be a sequence of i.i.d. random variables with values in a measurable space \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$(\mathbb{S},\mathcal{S})$\end{document} such that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\mathbb{E}|h(X_1 ,X_2 ,...,X_m )| < \infty $\end{document}, where h is a measurable symmetric function from \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\mathbb{S}^m $\end{document} into ℝ = (−∞,∞). Let \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\{ w_{n,i_1 ,i_2 ,...i_m } ;1 \leqslant i_1 < i_2 < \cdots i_m \leqslant n,n \geqslant m\} $\end{document} be a matrix array of real numbers. Motivated by a result of Choi and Sung (1987), in this note we are concerned with establishing a strong law of large numbers for weighted U-statistics with kernel h of degree m. We show that \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\mathop {\lim }\limits_{n \to \infty } \frac{{m!(n - m)!}} {{n!}}\sum\limits_{1 \leqslant i_1 < i_2 < \cdots i_m \leqslant n} {w_{n,i_1 ,i_2 ,...,i_m } (h(X_{i_1 } ,X_{i_2 } ,...,X_{i_m } ) - \theta ) = 0} a.s. $\end{document} whenever supn≥m\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\max _{1 \leqslant i_1 < i_2 < \cdots i_m \leqslant n} |w_{n,i_1 ,i_2 , \cdots ,i_m } | < \infty $\end{document} where \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\theta = \mathbb{E}h(X_1 ,X_2 ,...,X_m )$\end{document}. The proof of this result is based on a new general result on complete convergence, which is a fundamental tool, for array of real-valued random variables under some mild conditions.
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页码:1595 / 1605
页数:10
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