Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4616002 | Journal of Mathematical Analysis and Applications | 2014 | 10 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Christoph Kopp, Ilya Molchanov,