Logarithmic energy distances and Gini covariance for Hilbert-valued random elements

Abstract

For α∈(0,2), the generalized energy distance and the Gini covariance statistic are based on kernels of the form (x,y) \|x-y\|α, where \|·\| denotes the norm in a real separable Hilbert space. This paper investigates the boundary regime α 0. After suitable normalization, the corresponding energy distance converges to a logarithmic energy distance involving the kernel (x,y)\|x-y\|. We establish that the resulting logarithmic energy distance retains the fundamental characterization property of ordinary energy distances in separable Hilbert spaces and derive a representation in terms of Gaussian-kernel maximum mean discrepancies. Motivated by this representation, we introduce a logarithmic Gini covariance for the k-sample problem and investigate its structural and asymptotic properties. In particular, we derive a representation in terms of pairwise logarithmic energy distances, establish a characterization theorem for equality of distributions, develop asymptotic null and alternative theory for the corresponding empirical statistic, and discuss permutation-based implementation. The logarithmic framework reveals a new boundary phenomenon within the family of energy-type statistics and provides connections with kernel methods, functional data analysis, and high-dimensional inference.

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