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