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http://hdl.handle.net/1813/17317
| Title: | Large deviations for Minkowski sums of heavy-tailed generally non-convex random compact sets |
| 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. The
result confirms the heavy-tailed large deviation heuristics:
``large'' values of the sum are essentially due to the ``largest''
summand. |
| URI: | http://hdl.handle.net/1813/17317 |
| Appears in Collections: | ORIE Technical Reports
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