A Central Limit Theorem for incomplete U-statistics over triangular
arrays
Brazilian Journal of Probability and Statistics (BJPS), 2020
Abstract
We analyze the fluctuations of incomplete -statistics over a triangular array of independent random variables. We give criteria for a Central Limit Theorem (CLT, for short) to hold in the sense that we prove that an appropriately scaled and centered version of the U-statistic converges to a normal random variable. Our method of proof relies on a martingale CLT. A possible application -- a CLT for the hitting time for random walk on random graphs -- will be presented in \cite{LoTe20b}
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