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Central Limit Theorem for truncated heavy tailed Banach valued random vectors


 
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1. Title Title of document Central Limit Theorem for truncated heavy tailed Banach valued random vectors
 
2. Creator Author's name, affiliation, country Arijit Chakrabarty; Indian Institute of Science
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) heavy tails, truncation, regular variation, central limit theorem, probability on Banach spaces
 
3. Subject Subject classification Primary 60F05, Secondary 60B12
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) National Science Foundation, Indian Institute of Science
 
7. Date (YYYY-MM-DD) 2010-09-12
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1564
 
10. Identifier Digital Object Identifier 10.1214/ECP.v15-1564
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 15
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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