Large deviations for heavy-tailed random elements in convex cones


Autoria(s): Kopp, Christoph Peter; Molchanov, Ilya
Data(s)

01/03/2014

Resumo

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.

Formato

application/pdf

Identificador

http://boris.unibe.ch/41530/1/1-s2.0-S0022247X13008706-main.pdf

Kopp, Christoph Peter; Molchanov, Ilya (2014). Large deviations for heavy-tailed random elements in convex cones. Journal of mathematical analysis and applications, 411(1), pp. 271-280. Elsevier 10.1016/j.jmaa.2013.09.042 <http://dx.doi.org/10.1016/j.jmaa.2013.09.042>

doi:10.7892/boris.41530

info:doi:10.1016/j.jmaa.2013.09.042

urn:issn:0022-247X

Idioma(s)

eng

Publicador

Elsevier

Relação

http://boris.unibe.ch/41530/

Direitos

info:eu-repo/semantics/restrictedAccess

Fonte

Kopp, Christoph Peter; Molchanov, Ilya (2014). Large deviations for heavy-tailed random elements in convex cones. Journal of mathematical analysis and applications, 411(1), pp. 271-280. Elsevier 10.1016/j.jmaa.2013.09.042 <http://dx.doi.org/10.1016/j.jmaa.2013.09.042>

Palavras-Chave #510 Mathematics
Tipo

info:eu-repo/semantics/article

info:eu-repo/semantics/publishedVersion

PeerReviewed