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Pré-Publication, Document De Travail Année : 2018

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

Andre Mas

Résumé

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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Dates et versions

hal-01820960 , version 1 (22-06-2018)

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  • HAL Id : hal-01820960 , version 1

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Andre Mas. A sufficcient condition for the CLT in the space of nuclear operators - Application to covariance of random functions. 2018. ⟨hal-01820960⟩
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