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

Arvydas Astrauskas

Statistics & Probability Letters, 2001, vol. 52, issue 3, 271-277

Abstract: We study the asymptotic structure (almost sure and in probability) of high-level exceedances by i.i.d. random variables when . 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) Schrödinger operator on L2(V) are discussed.

Keywords: High-level; exceedances; Poisson-type; limit; theorem; Clustering; Random; Schrodinger; operator; Extreme; eigenvalues (search for similar items in EconPapers)
Date: 2001
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