On the asymptotic location of high values of a stationary sequence (Q1871363)
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English | On the asymptotic location of high values of a stationary sequence |
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On the asymptotic location of high values of a stationary sequence (English)
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7 May 2003
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Consider a strictly stationary sequence \(X\) of random variables satisfying a weak form of mixing condition extending the condition \(\Delta(u)\). The authors study the asymptotic behaviour of various functionals related with the extreme order statistics in \(X\) and their locations. They prove the so-called local extremes comparison lemma. The lemma is used to obtain results concerning the limiting distribution of the location of local maxima and the joint locations of the largest order statistics. Results about the joint asymptotic behaviour of the location of the first high-level exceedance and the location of the maximum are also discussed.
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exceedances
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locations of extremes
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limit distribution
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point processes
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