Special case:

# Special case:Truncated Pareto distribution

- ## CCDF FT(t) (draw a curve)

  - FT(t) = ((t+?)/ ?)-?, if (t < Tc,), otherwise 0

- ## Covariance ?(t) behaves asymptotically as t-?+1 when Tc ->?, implying {Xt} is asymptotically second-order self-similar with H = (3 - ?)/2. When Tc is finite, correlation drops to 0 at Tc. See next slide.

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