Large deviations for heavy-tailed random elements in convex cones

DOI10.1016/j.jmaa.2013.09.042zbMath1308.60028arXiv1305.6222OpenAlexW2963075701MaRDI QIDQ2019058

Christoph Kopp, Ilya S. Molchanov

Publication date: 27 March 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.6222

zbMATH Keywords

embeddinglarge deviationconvex coneheavy-tailed distributionrandom set

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Extreme value theory; extremal stochastic processes (60G70) Large deviations (60F10)

Cites Work

• Convexification in limit laws of random sets in Banach spaces
• Strictly stable distributions on convex cones
• \(L_p\) metrics for compact convex sets
• Functional large deviations for multivariate regularly varying random walks
• A large deviation principle for Minkowski sums of heavy-tailed random compact convex sets with finite expectation
• Regular variation for measures on metric spaces
• Theory of Random Sets
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