Empirical correlation operator and many-dimensional Hermite polynomials

DOI10.1007/BF01061448zbMath0812.60012MaRDI QIDQ1336014

V. I. Stepakhno

Publication date: 10 November 1994

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

asymptotic propertiesprojection operatormultivariate Hermite polynomialscorrelation operatorvector Hermite polynomials

Mathematics Subject Classification ID

Multivariate analysis (62H99) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Random operators and equations (aspects of stochastic analysis) (60H25) Orthogonal polynomials and functions in several variables expressible in terms of special functions in one variable (33C50) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Cites Work

• Generalization of Hermite polynomials
• On the limit of the largest eigenvalue of the large dimensional sample covariance matrix
• A central limit theorem for Hermitian polynomials of independent Gaussian variables
• Unnamed Item

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