Large deviations for heavy-tailed random elements in convex cones
Data(s) |
01/03/2014
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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 |