A sufficient condition for the CLT in the space of nuclear operators--Application to covariance of random functions

We give a sufficient condition for the CLT to hold in the space of trace class (nuclear) operators. This condition turns out to be adapted to the asymptotic study of empirical covariance operators of Hilbert valued random variables.

MoreLess

Year of publication:	2006
Authors:	Mas, André
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 76.2006, 14, p. 1503-1509
Publisher:	Elsevier
Keywords:	Nuclear operators Central limit theorem Covariance operators Random functions

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254208