Electronic Communications in Probability

Central Limit Theorem for truncated heavy tailed Banach valued random vectors

Arijit Chakrabarty

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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.

Article information

Electron. Commun. Probab., Volume 15 (2010), paper no. 33, 346-364.

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

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60F05: Central limit and other weak theorems
Secondary: 60B12: Limit theorems for vector-valued random variables (infinite- dimensional case)

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

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Chakrabarty, Arijit. Central Limit Theorem for truncated heavy tailed Banach valued random vectors. Electron. Commun. Probab. 15 (2010), paper no. 33, 346--364. doi:10.1214/ECP.v15-1564. https://projecteuclid.org/euclid.ecp/1465243976

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