On high-level exceedances of i.i.d. rand
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Arvydas Astrauskas
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Article
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2001
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Elsevier Science
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English
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We study the asymptotic structure (almost sure and in probability) of high-level exceedances by i.i.d. random variables (x); x โ V โ Z when V โ 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