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
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
Journal title :
Journal of Mathematical Analysis and Applications