Third-moment Kolmogorov bound conjecture for constrained U-statistics

Consider the setting of Theorem Trate: a constrained or unconstrained U-statistic built from the random sequence and kernel in the paper, with Kolmogorov distance dKd_K and the theorem's variance and nondegeneracy assumptions. Third-moment Kolmogorov bound conjecture. Theorem Trate holds assuming only the third-moment condition (A3)\textup{(A}_{3}\textup{)} instead of assuming that ff is bounded; consequently, the theorem's O(n1/2)O(n^{-1/2}) Kolmogorov-distance estimate remains valid under (A3)\textup{(A}_{3}\textup{)}. The source notes that the analogous result is known for unconstrained symmetric U-statistics, while the extension to the more general setting considered here is conjectural.

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Primary source

Svante Janson, “Asymptotic normality for m-dependent and constrained U-statistics, with applications to pattern matching in random strings and permutations”, arXiv:2106.09401 (2022).

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