• Title of article

    Large deviations for heavy-tailed random elements in convex cones

  • Author/Authors

    Kopp، نويسنده , , Christoph and Molchanov، نويسنده , , Ilya، نويسنده ,

  • Issue Information
    دوهفته نامه با شماره پیاپی سال 2014
  • Pages
    10
  • From page
    271
  • To page
    280
  • Abstract
    We prove large deviation results for sums of heavy-tailed random elements in rather general convex cones being semigroups equipped with a rescaling operation by positive real numbers. In difference to previous results for the cone of convex sets, our technique does not use the embedding of cones in linear spaces. Examples include the cone of convex sets with the Minkowski addition, positive half-line with maximum operation and the family of square integrable functions with arithmetic addition and argument rescaling.
  • Keywords
    embedding , Heavy-tailed distribution , Large deviation , Random set , Convex cone
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Serial Year
    2014
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Record number

    1564145