Point processes of exceedances by random fields
✍ Scribed by Helena Ferreira; Luísa Pereira
- Book ID
- 113757564
- Publisher
- Elsevier Science
- Year
- 2012
- Tongue
- English
- Weight
- 172 KB
- Volume
- 142
- Category
- Article
- ISSN
- 0378-3758
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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 ∈ 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
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