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Discrete approximation of integral operators |
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| Authors: | Carsten Franz |
| Institution: | Institut für Mathematische Stochastik, Universität Hannover, Welfengarten 1, 30167 Hannover, Germany |
| Abstract: | A method to approximate the eigenvalues of linear operators depending on an unknown distribution is introduced and applied to weighted sums of squared normally distributed random variables. This area of application includes the approximation of the asymptotic null distribution of certain degenerated U- and V-statistics. |
| Keywords: | Linear operators approximation of eigenvalues asymptotic null distribution of degenerated U-statistics |
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