Skip to main content


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

Please use this identifier to cite or link to this item:
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.
Appears in Collections:ORIE Technical Reports

Files in This Item:

File Description SizeFormat
sets-petrov.pdfMain article196.47 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