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Please use this identifier to cite or link to this item: 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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