On maxima of stationary fields
Probability
2019-08-20 v3
Abstract
Let be a weakly dependent stationary field with maxima for finite and for . In a general setting we prove that , for some increasing sequence of sets of size . For a class of fields satisfying a local mixing condition, including -dependent ones, the theorem holds with a constant finite replacing . 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