Année
2022
Auteurs
KASPRZAK Mikolaj, Döbler Christian, Peccati Giovanni
Abstract
We consider sequences of U-processes based on symmetric kernels of a fixed order, that possibly depend on the sample size. Our main contribution is the derivation of a set of analytic sufficient conditions, under which the aforementioned U-processes weakly converge to a linear combination of time-changed independent Brownian motions. In view of the underlying symmetric structure, the involved time-changes and weights remarkably depend only on the order of the U-statistic, and have consequently a universal nature.
DÖBLER, C., KASPRZAK, M. et PECCATI, G. (2022). Functional convergence of sequential U-processes with size-dependent kernels. Annals of Applied Probability, 32(1), pp. 551-601.