Skip to main content


eCommons@Cornell

eCommons@Cornell >
College of Engineering >
Operations Research and Information Engineering >
ORIE Technical Reports >

Please use this identifier to cite or link to this item: http://hdl.handle.net/1813/17316
Title: A large deviation principle for Minkowski sums of heavy-tailed random compact convex sets with finite expectation
Authors: Mikosch, Thomas
Pawlas, Zbynek
Samorodnitsky, Gennady
Keywords: random set
large deviations
regular variation
Minkowski sum
Issue Date: 16-Aug-2010
Abstract: We prove large deviation results for Minkowski sums of iid random compact sets where we assume that the summands have a regularly varying distribution and finite expectation. The main focus is on random convex compact sets. The results confirm the heavy-tailed large deviation heuristics: ``large'' values of the sum are essentially due to the ``largest'' summand. These results extend those in Mikosch et al. (2011) for generally non-convex sets, where we assumed that the normalization of the sum grows faster than the number of terms.
URI: http://hdl.handle.net/1813/17316
Appears in Collections:ORIE Technical Reports

Files in This Item:

File Description SizeFormat
sets-asmussen.pdfMain article189.51 kBAdobe PDFView/Open

Refworks Export

Items in eCommons are protected by copyright, with all rights reserved, unless otherwise indicated.

 

© 2014 Cornell University Library Contact Us