Central Limit Theorem for truncated heavy tailed Banach valued random vectors

Details Central Limit Theorem for truncated heavy tailed Banach valued random vectors Central Limit Theorem for truncated heavy tailed Banach valued random vectors

2010-03-10

arxiv.org/abs/1003.2159v2

Electronic Communications in Probability (2010) 15: 346-364

Mathematics

Probability

21 pages

Scientific paper

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.

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