English

On maxima of stationary fields

Probability 2019-08-20 v3

Abstract

Let {Xn:nZd}\{X_{\mathbf{n}} : \mathbf{n}\in\mathbb{Z}^d\} be a weakly dependent stationary field with maxima MA:=sup{Xi:iA}M_{A} := \sup\{X_{\mathbf{i}} : \mathbf{i}\in A\} for finite AZdA\subset\mathbb{Z}^d and Mn:=sup{Xi:1in}M_{\mathbf{n}} := \sup\{X_{\mathbf{i}} : \mathbf{1} \leq \mathbf{i} \leq \mathbf{n} \} for nNd\mathbf{n}\in\mathbb{N}^d. In a general setting we prove that P(M(n,n,,n)vn)=exp(ndP(X0>vn,MAnvn))+o(1)P(M_{(n,n,\ldots, n)} \leq v_n) = \exp(- n^d P(X_{\mathbf{0}} > v_n , M_{A_n} \leq v_n)) + o(1), for some increasing sequence of sets AnA_n of size o(nd) o(n^d). For a class of fields satisfying a local mixing condition, including mm-dependent ones, the theorem holds with a constant finite AA replacing AnA_n. The above results lead to new formulas for the extremal index for random fields.

Keywords

Cite

@article{arxiv.1810.04496,
  title  = {On maxima of stationary fields},
  author = {Natalia Soja-Kukieła},
  journal= {arXiv preprint arXiv:1810.04496},
  year   = {2019}
}

Comments

Accepted for publication by the Applied Probability Trust in Journal of Applied Probability 56.4

R2 v1 2026-06-23T04:34:46.373Z