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JOURNALS // Moscow Mathematical Journal // Archive

Mosc. Math. J., 2010 Volume 10, Number 4, Pages 747–763 (Mi mmj402)

This article is cited in 1 paper

Estimation of multiple random integrals and $U$-statistics

Péter Major

Budapest, Rényi Alfréd Mathematical Institute of the Hungarian Academy of Sciences

Abstract: Here I give a short survey of some problems on multiple random integrals and $U$-statistics together with some other questions which occur during their study in a natural way. I write down the main results, discuss their background together with some pictures and mathematical ideas which explain them better.

Key words and phrases: Wiener–Itô integrals, degenerate $U$-statistics, large deviation results.

MSC: 60E15

Received: November 3, 2009

Language: English

DOI: 10.17323/1609-4514-2010-10-4-747-763



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