A functional limit theorem for tapered empirical spectral functions (Q1060489): Difference between revisions
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Revision as of 03:04, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A functional limit theorem for tapered empirical spectral functions |
scientific article |
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A functional limit theorem for tapered empirical spectral functions (English)
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1985
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The author shows the asymptotic normality of some spectral estimates and the tightness of tapered empirical spectral functions. Using elaborate bounds on cumulants he proves a functional limit theorem for the empirical spectral function under integrability conditions on spectra and shows that tapering increases the variance of estimates by a constant factor.
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spectral estimates
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tightness of tapered empirical spectral functions
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functional limit theorem
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