Tail approximations for maxima of random fields by likelihood ratio transformations. (English) Zbl 1200.62090
Summary: The likelihood ratio method for dealing with change-point problems of B. Yakir and M. Pollak [Ann. Appl. Probab. 8, No. 3, 749–774 (1998; Zbl 0937.60082)], which has subsequently been extended to deal with a wide variety of problems involving maxima of random fields, has as a key ingredient a conditional local limit theorem for a log-likelihood ratio, given an almost independent “local” sigma-algebra. This article contains a general version of that theorem, illustrated by several examples.
Citations:
Zbl 0937.60082References:
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