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On maxima of stationary fields

Published 10 Oct 2018 in math.PR | (1810.04496v3)

Abstract: Let ${X_{\mathbf{n}} : \mathbf{n}\in\mathbb{Z}d}$ be a weakly dependent stationary field with maxima $M_{A} := \sup{X_{\mathbf{i}} : \mathbf{i}\in A}$ for finite $A\subset\mathbb{Z}d$ and $M_{\mathbf{n}} := \sup{X_{\mathbf{i}} : \mathbf{1} \leq \mathbf{i} \leq \mathbf{n} }$ for $\mathbf{n}\in\mathbb{N}d$. In a general setting we prove that $P(M_{(n,n,\ldots, n)} \leq v_n) = \exp(- nd P(X_{\mathbf{0}} > v_n , M_{A_n} \leq v_n)) + o(1)$, for some increasing sequence of sets $A_n$ of size $ o(nd)$. 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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