Chakrabarty, Arijit (2010) Central Limit Theorem for truncated heavy tailed Banach valued random vectors. In: Electronic Communications in Probability, 15 . pp. 346-364.
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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.
|Item Type:||Journal Article|
|Additional Information:||Copyright of this article belongs to Institute of Mathematical Statistics.|
|Keywords:||heavy tails; truncation; regular variation; central limit theorem; probability on Banach spaces|
|Department/Centre:||Division of Physical & Mathematical Sciences > Mathematics|
|Date Deposited:||31 Mar 2011 07:38|
|Last Modified:||31 Mar 2011 07:39|
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