A functional limit theorem for tapered empirical spectral functions
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.
tightness of tapered empirical spectral functions
scientific article; zbMATH DE number 3907475