On high-level exceedances of i. i. d. random fields (Q5937050): Difference between revisions

For i.i.d. random variables \(\xi(x), x \in \mathbb{Z}^{\nu}\), the asymptotic structure (almost sure and in probability) of the set of exceedances \(\{x \in V: \xi(x) \geq L_V\}\) is studied. Here \(\{V\}\) is a family of growing cubes in \(\mathbb{Z}^{\nu}\) centered at \(0 \in \mathbb{Z}^{\nu}\), and \(L_V\) (or \(L_{V,\varepsilon}\) with an auxiliary parameter \(0 < \varepsilon < 1\)) are specified positive numbers. For a class of high levels it is proved that the exceedances form an extremely rare subset in \(V\) [cf. Theorem 2.1.1 from \textit{M. R. Leadbetter, G. Lindgren} and \textit{H. Rootzén}, ``Extremes and related properties of random sequences and processes'' (1983; Zbl 0518.60021)]. Some implications for the extreme eigenvalues of the discrete random Schrödinger operator are briefly discussed as well.