scholarly journals Central Limit Theorem for truncated heavy tailed Banach valued random vectors

2010 ◽  
Vol 15 (0) ◽  
pp. 346-364 ◽  
Author(s):  
Arijit Chakrabarty
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Random Vectors ◽  
Heavy Tailed

From the central limit theorem to heavy-tailed distributions

2003 ◽  
Vol 40 (3) ◽  
pp. 803-806 ◽  
Author(s):  
Jinwen Chen
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Power Law ◽  
Power Law Distribution ◽  
The Central Limit Theorem ◽  
Heavy Tailed Distributions ◽  
Heavy Tailed ◽  
Random Indices ◽  
Power Law Distributions

It has been observed that in many practical situations randomly stopped products of random variables have power law distributions. In this note we show that, in order for such a product to have a power law distribution, the only random indices are the exponentially distributed ones. We also consider a more general problem, which is closely related to problems concerning transformation from the central limit theorem to heavy-tailed distributions.

Sign in / Sign up

Export Citation Format

Share Document