Abstract
We prove a law of large numbers for empirical approximations of the spectrum of a kernel integral operator by the spectrum of random matrices based on a sample drawn from a Markov chain, which complements the results by V. Koltchinskii and E. Giné for i.i.d. sequences. In a special case of Mercer's kernels and geometrically ergodic chains, we also provide exponential inequalities, quantifying the speed of convergence.
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