Central Limit Theorem for truncated heavy tailed Banach valued random vectors

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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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.

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
URI:	http://eprints.iisc.ernet.in/id/eprint/36364

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