Central Limit Theorem for truncated heavy tailed Banach valued random vectors


Autoria(s): Chakrabarty, Arijit
Data(s)

12/09/2010

Resumo

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.

Formato

application/pdf

Identificador

http://eprints.iisc.ernet.in/36364/1/central_limi.pdf

Chakrabarty, Arijit (2010) Central Limit Theorem for truncated heavy tailed Banach valued random vectors. In: Electronic Communications in Probability, 15 . pp. 346-364.

Publicador

Institute of Mathematical Statistics

Relação

http://www.emis.de/journals/EJP-ECP/_ejpecp/viewissue.html

http://eprints.iisc.ernet.in/36364/

Palavras-Chave #Mathematics
Tipo

Journal Article

PeerReviewed