Perturbation of functional tensors with applications to covariance operators

Yves Romain

Statistics & Probability Letters, 2002, vol. 58, issue 3, 253-264

Abstract: In this paper, results on the perturbation theory of symmetric operators are given. They concern the tensor extension of a perturbation problem for operators as studied by Fine (Statistics 18 (1987) 401). We consider functional definitions of the tensor product, sum and difference of operators and we study the eigenelement expansions of their perturbations. We show that the main result may be summarized in a simple form called "a perturbation rule for tensor operators". Finally, we indicate briefly how to apply these properties in a multivariate statistical sampling framework.

Keywords: Tensor; product; Random; perturbation; theory; Covariance; operator; Eigenvalues; perturbation; Eigenvectors; perturbation; Eigenprojectors; perturbation (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (2)

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