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Large deviations for Minkowski sums of heavy-tailed generally non-convex random compact sets
Abstract
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.
Date Issued
2010-08-16Subject
random set; large deviations; regular variation; Minkowski sum
Type
technical report