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math.PR2011
Effect of truncation on large deviations for heavy-tailed random vectors
Arijit Chakrabarty
This paper studies the effect of truncation on the large deviations behavior of the partial sum of a triangular array coming from a truncated power law model. Each row of the trian…
math.PR2011★ 7 cited
Group theoretic dimension of stationary symmetric α-stable random fields
Arijit Chakrabarty, Parthanil Roy
The growth rate of the partial maximum of a stationary stable process was first studied in the works of Samorodnitsky (2004a,b), where it was established, based on the seminal work…