Large deviations for Minkowski sums of heavy-tailed generally non-convex random compact sets
Mikosch, Thomas; Pawlas, Zbynek; Samorodnitsky, Gennady
We prove large deviation results for Minkowski sums of iid random compact sets where we assume that the summands have a regularly varying distribution. The result confirms the heavy-tailed large deviation heuristics: ``large'' values of the sum are essentially due to the ``largest'' summand.
random set; large deviations; regular variation; Minkowski sum