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On High-Level Exceedances of Gaussian Fields and the Spectrum of Random Hamiltonians

โœ Scribed by A. Astrauskas


Book ID
111553204
Publisher
Springer Netherlands
Year
2003
Tongue
English
Weight
87 KB
Volume
78
Category
Article
ISSN
0167-8019

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On high-level exceedances of i.i.d. rand
โœ Arvydas Astrauskas ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 101 KB

We study the asymptotic structure (almost sure and in probability) of high-level exceedances by i.i.d. random variables (x); x โˆˆ V โŠ‚ 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