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

Andre Mas

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

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

Andre Mas

Abstract

Nuclear operators

Central limit theorem

Covariance operators

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 emprirical covariance operators of Hilbert valued random variables.

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Title: A sufficcient condition for the CLT in the space of nuclear operators - Application to covariance of random functions
Creators - without role: Andre Mas - Université de Montpellier, Institut Montpelliérain Alexander Grothendieck - IMAG
Identifiers: 9943662209311
Academic Unit: Institut Montpelliérain Alexander Grothendieck - IMAG
Language: English
Resource Type: Working paper
Local Fields: hal-01820960