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.
Year of publication: |
2006
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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 |
Saved in:
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