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On high-level exceedances of i.i.d. random fields

✍ Scribed by Arvydas Astrauskas

Publisher: Elsevier Science
Year: 2001
Tongue: English
Weight: 101 KB
Volume: 52
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(00)00211-x

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✦ Synopsis

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 eigenvalues of random (discrete) Schr odinger operator on L 2 (V ) are discussed.

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