Large deviations for Minkowski sums of heavy-tailed generally non-convex random compact sets

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Standard

Large deviations for Minkowski sums of heavy-tailed generally non-convex random compact sets. / Mikosch, Thomas Valentin; Pawlas, Zbynek; Samorodnitsky, Gennady.

I: Vestnik St Petersburg University - Mathematics, Bind 2011, Nr. 2, 2011, s. 70-78.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Mikosch, TV, Pawlas, Z & Samorodnitsky, G 2011, 'Large deviations for Minkowski sums of heavy-tailed generally non-convex random compact sets', Vestnik St Petersburg University - Mathematics, bind 2011, nr. 2, s. 70-78. <https://www.math.ku.dk/~mikosch/Preprint/Petrov/mikosch.pdf>

APA

Mikosch, T. V., Pawlas, Z., & Samorodnitsky, G. (2011). Large deviations for Minkowski sums of heavy-tailed generally non-convex random compact sets. Vestnik St Petersburg University - Mathematics, 2011(2), 70-78. https://www.math.ku.dk/~mikosch/Preprint/Petrov/mikosch.pdf

Vancouver

Mikosch TV, Pawlas Z, Samorodnitsky G. Large deviations for Minkowski sums of heavy-tailed generally non-convex random compact sets. Vestnik St Petersburg University - Mathematics. 2011;2011(2):70-78.

Author

Mikosch, Thomas Valentin ; Pawlas, Zbynek ; Samorodnitsky, Gennady. / Large deviations for Minkowski sums of heavy-tailed generally non-convex random compact sets. I: Vestnik St Petersburg University - Mathematics. 2011 ; Bind 2011, Nr. 2. s. 70-78.

Bibtex

@article{8c9cda3fe9ac4ed7a984c543f9351d16,
title = "Large deviations for Minkowski sums of heavy-tailed generally non-convex random compact sets",
abstract = "We prove large deviation results for Minkowski sums of iid random compact sets wherewe assume that the summands have a regularly varying distribution. The result confirmsthe heavy-tailed large deviation heuristics: “large” values of the sum are essentially due tothe “largest” summand.",
author = "Mikosch, {Thomas Valentin} and Zbynek Pawlas and Gennady Samorodnitsky",
note = "Special Issue in Honor of Valentin V. Petrov",
year = "2011",
language = "English",
volume = "2011",
pages = "70--78",
journal = "Vestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya",
issn = "1025-3106",
publisher = "Allerton Press Inc.",
number = "2",

}

RIS

TY - JOUR

T1 - Large deviations for Minkowski sums of heavy-tailed generally non-convex random compact sets

AU - Mikosch, Thomas Valentin

AU - Pawlas, Zbynek

AU - Samorodnitsky, Gennady

N1 - Special Issue in Honor of Valentin V. Petrov

PY - 2011

Y1 - 2011

N2 - We prove large deviation results for Minkowski sums of iid random compact sets wherewe assume that the summands have a regularly varying distribution. The result confirmsthe heavy-tailed large deviation heuristics: “large” values of the sum are essentially due tothe “largest” summand.

AB - We prove large deviation results for Minkowski sums of iid random compact sets wherewe assume that the summands have a regularly varying distribution. The result confirmsthe heavy-tailed large deviation heuristics: “large” values of the sum are essentially due tothe “largest” summand.

M3 - Journal article

VL - 2011

SP - 70

EP - 78

JO - Vestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya

JF - Vestnik Sankt-Peterburgskogo Universiteta. Ser 1. Matematika Mekhanika Astronomiya

SN - 1025-3106

IS - 2

ER -

ID: 36006370