Can I legally carry a TASER/Stun Gun in the state of Connecticut?

I work at a mall, and especially at this time of year many retail employees have very early and very late hours. Lately there has been a lot of crimes in my locations (muggings, shoot outs, etc.) and since I loaned my car out to my mother until she makes enough to buy a new car, I'm stuck either waiting for someone to pick me up at night, or walking late at night to the train station to get home. It's very scary, and I have almost gotten mugged at one point (thankfully another mall employee was walking not to far behind me and stopped the attacker.) I just want to feel safe getting to work and getting home.