A large deviation principle for Minkowski sums of heavy-tailed random compact convex sets with finite expectation
نویسندگان
چکیده
منابع مشابه
A Large Deviation Principle for Minkowski Sums of Heavy-tailed Random Compact Convex Sets with Finite Expectation
We prove large deviation results for Minkowski sums Sn 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 [8]...
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We prove large deviation results for Minkowski sums Sn of independent and identically distributed 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’ summan...
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2011
ISSN: 0021-9002,1475-6072
DOI: 10.1017/s0021900200099186