On Wald's equation for U-statistical sums
Yuri V. Borovskikh and Neville C. Weber
Research Report 98-25
Published in Statistics and Probability Letters 44 (1999)
Date: 12 January 2000
We obtain Wald's equation for de-normalized U-statistics
of degree m in the spirit of similar recent results
by de la Pena and Lai. The proof uses Young's inequalities
to obtain alternate conditions under which Wald's equation holds.
Wald's equation. stopping times.
U-statistics. martingale inequalities.
AMS Subject Classification (1991)
Primary: 60F99, 60G40