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Almost sure convergence of certain slowly changing symmetric one- and multi-sample statistics

Henze, Norbert ORCID iD icon 1; Voigt, Bernd
1 Fakultät für Mathematik – Institut für Mathematische Stochastik (Inst. f. Math. Stochastik), Karlsruher Institut für Technologie (KIT)

Abstract (englisch):

Let X$_j^{i}$,i=1,…,k; j∈N, be independent d-dimensional random vectors which are identically distributed for each fixed i=1,…,k. We give a sufficient condition for almost sure convergence of a sequence T$_{n1,…,nk}$ of statistics based on X$_j^{i}$i=1,…,k;j=1,…,n$_i$, which are symmetric functions of X$_1^{i}$,…,X$_{ni}^{i}$ for each i and do not change too much when variables are added or deleted. A key auxiliary tool for proofs is the Efron-Stein inequality. Applications include strong limits for certain nearest neighbor graph statistics, runs and empty blocks.


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Originalveröffentlichung
DOI: 10.1214/aop/1176989819
Zugehörige Institution(en) am KIT Fakultät für Mathematik – Institut für Mathematische Stochastik (Inst. f. Math. Stochastik)
Publikationstyp Zeitschriftenaufsatz
Publikationsmonat/-jahr 04.1992
Sprache Englisch
Identifikator ISSN: 1050-5164, 2168-8737
KITopen-ID: 280292
Erschienen in The annals of probability
Verlag Institute of Mathematical Statistics (IMS)
Band 20
Heft 2
Seiten 1086-1098
Schlagwörter Almost sure convergence, Efron-Stein inequality, empty blocks, geometric probability, nearest neighbors, Runs
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