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
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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.
Item Type: |
Journal Article (Original Article) |
|---|---|
Division/Institute: |
08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science |
UniBE Contributor: |
Kopp, Christoph Peter, Molchanov, Ilya |
Subjects: |
500 Science > 510 Mathematics |
ISSN: |
0022-247X |
Publisher: |
Elsevier |
Language: |
English |
Submitter: |
Lutz Dümbgen |
Date Deposited: |
01 Apr 2014 02:55 |
Last Modified: |
05 Dec 2022 14:28 |
Publisher DOI: |
10.1016/j.jmaa.2013.09.042 |
BORIS DOI: |
10.7892/boris.41530 |
URI: |
https://boris.unibe.ch/id/eprint/41530 |
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