Showing math.PRShow all
2 papers · 1 filter
math.PR2010
Tempered stable laws as random walk limits
Arijit Chakrabarty, Mark M. Meerschaert
Stable laws can be tempered by modifying the Lévy measure to cool the probability of large jumps. Tempered stable laws retain their signature power law behavior at infinity, and in…
math.PR2010
Central Limit Theorem for truncated heavy tailed Banach valued random vectors
Arijit Chakrabarty
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…