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Asymptotic expansions for potential functions of i.i.d. random fields

✍ Scribed by F. Götze; C. Hipp


Publisher
Springer
Year
1989
Tongue
English
Weight
881 KB
Volume
82
Category
Article
ISSN
1432-2064

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On high-level exceedances of i.i.d. rand
✍ Arvydas Astrauskas 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 101 KB

We study the asymptotic structure (almost sure and in probability) of high-level exceedances by i.i.d. random variables (x); x ∈ V ⊂ Z when V ↑ Z . For a class of high levels, it is shown that the exceedances form an extremely rare subset in V . Connections with the asymptotic behaviour of extreme e