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

André Mas

Statistics & Probability Letters, 2006, vol. 76, issue 14, 1503-1509

Abstract: 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.

Keywords: Nuclear; operators; Central; limit; theorem; Covariance; operators; Random; functions (search for similar items in EconPapers)
Date: 2006
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