首页 | 本学科首页   官方微博 | 高级检索  
     


Large deviations for heavy-tailed random elements in convex cones
Authors:Christoph Kopp  Ilya Molchanov
Affiliation:Institute of Mathematical Statistics and Actuarial Science, University of Bern, Sidlerstrasse 5, 3012 Bern, Switzerland
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:Large deviation   Convex cone   Heavy-tailed distribution   Embedding   Random set
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号