Large Deviations for Minkowski Sums of Heavy-tailed Generally Non-convex Random Compact Sets
نویسندگان
چکیده
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.
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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تاریخ انتشار 2010