Central limit theorem for truncated heavy tailed Banach valued random vectors

DOI10.1214/ECP.V15-1564zbMATH Open1228.60030arXiv1003.2159MaRDI QIDQ638211FDOQ638211

Authors: Arijit Chakrabarty 

Publication date: 9 September 2011

Published in: Electronic Communications in Probability (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/1003.2159

Recommendations

• Regular variation and the functional central limit theorem for heavy tailed random vectors
• scientific article; zbMATH DE number 3881556
• Trimmed sums of i.i.d. Banach space valued random variables
• Central limit theorem in a Banach space
• Effect of truncation on large deviations for heavy-tailed random vectors

zbMATH Keywords

heavy tailscentral limit theoremtruncationregular variationprobability on Banach spaces

Mathematics Subject Classification ID

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

Cited In (2)

• Uniform convergence to a law containing Gaussian and Cauchy distributions
• Effect of truncation on large deviations for heavy-tailed random vectors

This page was built for publication: Central limit theorem for truncated heavy tailed Banach valued random vectors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q638211)