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|Title: ||Large deviations for Minkowski sums of heavy-tailed generally non-convex random compact sets|
|Authors: ||Mikosch, Thomas|
|Keywords: ||random set|
|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''
|Appears in Collections:||ORIE Technical Reports|
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