The martingale decomposition and approximation theorems for a generalized random permanent function (Q2732362)
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scientific article; zbMATH DE number 1623615
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The martingale decomposition and approximation theorems for a generalized random permanent function |
scientific article; zbMATH DE number 1623615 |
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24 February 2002
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random permanents
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U-statistics
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Hoeffding decomposition
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martingales
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The martingale decomposition and approximation theorems for a generalized random permanent function (English)
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This paper considers generalized permanent functions, referred to as P-statistics, which are a class of matrix functionals for random matrices with independent columns. These statistics are a natural extension of the class of U-statistics. The analogue of Hoeffding's martingale decomposition for U-statistics is developed for P-statistics. The decomposition is then applied to obtain an expression for the variance of P-statistics and a simple approximation theorem.
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