Open Access
2010 Central Limit Theorem for truncated heavy tailed Banach valued random vectors
Arijit Chakrabarty
Author Affiliations +
Electron. Commun. Probab. 15: 346-364 (2010). DOI: 10.1214/ECP.v15-1564

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.

Citation

Download Citation

Arijit Chakrabarty. "Central Limit Theorem for truncated heavy tailed Banach valued random vectors." Electron. Commun. Probab. 15 346 - 364, 2010. https://doi.org/10.1214/ECP.v15-1564

Information

Accepted: 12 September 2010; Published: 2010
First available in Project Euclid: 6 June 2016

zbMATH: 1228.60030
MathSciNet: MR2685015
Digital Object Identifier: 10.1214/ECP.v15-1564

Subjects:
Primary: 60F05
Secondary: 60B12

Keywords: central limit theorem , heavy tails , probability on Banach spaces , regular variation , truncation

Back to Top