Large deviations for Minkowski sums of heavy-tailed generally non-convex random compact sets
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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.
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.
| Original language | English |
|---|---|
| Journal | Vestnik St Petersburg University - Mathematics |
| Volume | 2011 |
| Issue number | 2 |
| Pages (from-to) | 70-78 |
| ISSN | 1063-4541 |
| Publication status | Published - 2011 |
ID: 36006370