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

Publikation: Bidrag til tidsskriftTidsskriftartikelfagfællebedømt

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.
OriginalsprogEngelsk
TidsskriftVestnik St Petersburg University - Mathematics
Vol/bind2011
Udgave nummer2
Sider (fra-til)70-78
ISSN1063-4541
StatusUdgivet - 2011

Bibliografisk note

Special Issue in Honor of Valentin V. Petrov

ID: 36006370