Technion, IEM faculty - Seminar in Probability and Stochastic Processes
 (Second of two talks on 18/1/2011.) 
Speaker: Gennady Samorodnitsky,  Cornell University
Title: Large deviations for Minkowski sums of heavy-tailed random compact sets
Date: 18/01/2011
Time and place: 11:30 in Hashmal-861
Abstract: We prove large deviation results for Minkowski sums $S_n$ of iid random
compact sets, both convex and non-convex,  where we assume
that the summands have a regularly varying distribution and either
finite or infinite expectation.  The  results confirm the heavy-tailed
large deviation heuristics: ``large'' values of the sum are essentially
due to the ``largest'' summand.
Technion Math. Net (TECHMATH)
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