{ "id": "2302.04539", "version": "v1", "published": "2023-02-09T10:11:33.000Z", "updated": "2023-02-09T10:11:33.000Z", "title": "Some remarks on the ergodic theorem for $U$-statistics", "authors": [ "Davide Giraudo", "Dalibor Volny", "Herold G. Dehling" ], "categories": [ "math.PR" ], "abstract": "In this note, we investigate the convergence of a $U$-statistic of order two having stationary ergodic data. We will find sufficient conditions for the almost sure and $L^1$ convergence and present some counter-examples showing that the $U$-statistic itself might fail to converge: centering is needed as well as boundedness of $\\sup_{j\\geq 2}\\mathbb{E}[|h(X_1,X_j)|]$.", "revisions": [ { "version": "v1", "updated": "2023-02-09T10:11:33.000Z" } ], "analyses": { "keywords": [ "ergodic theorem", "stationary ergodic data", "convergence", "sufficient conditions", "boundedness" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }