Central Limit Theorem for truncated heavy tailed Banach valued random vectors
Probability
2010-09-14 v2
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.
Keywords
Cite
@article{arxiv.1003.2159,
title = {Central Limit Theorem for truncated heavy tailed Banach valued random vectors},
author = {Arijit Chakrabarty},
journal= {arXiv preprint arXiv:1003.2159},
year = {2010}
}
Comments
21 pages