On maxima of stationary fields

Abstract: Let

X_{m a t h b f n} : m a t h b f n i n m a t h b b Z^{d}

be a weakly dependent stationary field with maxima

M_{A} := s u p X_{m a t h b f i} : m a t h b f i i n A

for finite

A s u b s e t m a t h b b Z^{d}

and

M_{m a t h b f n} := s u p X_{m a t h b f i} : m a t h b f 1 l e q m a t h b f i l e q m a t h b f n

for

m a t h b f n i n m a t h b b N^{d}

. In a general setting we prove that

P (M_{(n, n, l d o t s, n)} l e q v_{n}) = e x p (- n^{d} P (X_{m a t h b f 0} > v_{n}, M_{A_{n}} l e q v_{n})) + o (1)

, for some increasing sequence of sets

A_{n}

of size

o (n^{d})

. For a class of fields satisfying a local mixing condition, including

m

-dependent ones, the theorem holds with a constant finite

A

replacing

A_{n}

. The above results lead to new formulas for the extremal index for random fields.

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