English

Large deviations for heavy-tailed random elements in convex cones

Probability 2013-05-28 v1

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

Cite

@article{arxiv.1305.6222,
  title  = {Large deviations for heavy-tailed random elements in convex cones},
  author = {Christoph Kopp and Ilya Molchanov},
  journal= {arXiv preprint arXiv:1305.6222},
  year   = {2013}
}

Comments

14 pages

R2 v1 2026-06-22T00:23:11.804Z