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 Electronic Communications in Probability > Vol. 15(2010) > Paper 33 open journal systems 


Central Limit Theorem for truncated heavy tailed Banach valued random vectors

Arijit Chakrabarty, Indian Institute of Science


Abstract
In this paper the question of the extent to which truncated heavy tailed random vectors, taking values in a Banach space, retain the characteristic features of heavy tailed random vectors, is answered from the point of view of the central limit theorem.


Full text: PDF

Pages: 346-364

Published on: September 12, 2010


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Electronic Communications in Probability. ISSN: 1083-589X