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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1993 Volume 38, Issue 4, Pages 858–868 (Mi tvp4023)

Cramér type large deviations for some $U$-statistics

T. Inglot, T. Ledwinaa

a Institute of Mathematics, Technical University of Wroclaw, Wroclaw, Poland

Abstract: We prove Cramér type large deviations for some $U$-statistics of degree two with kernel $h(x,y)$ being of bounded variation on bounded rectangles. The proof consists of two basic steps. First some explicit bounds (similar to Helmers' bounds for $L$-statistics) for the $U$-statistics are obtained. Then Linnik's result and some results exploiting strong approximations are applied.

Keywords: $U$-statistics, large deviations, strong approximations.

Received: 26.06.1990

Language: English


 English version:
Theory of Probability and its Applications, 1993, 38:4, 651–659

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© Steklov Math. Inst. of RAS, 2024