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arxiv: 1003.2159 · v2 · pith:BI5YXUOInew · submitted 2010-03-10 · 🧮 math.PR

Central Limit Theorem for truncated heavy tailed Banach valued random vectors

classification 🧮 math.PR
keywords heavyrandomtailedvectorsbanachcentrallimittheorem
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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.

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