When Alyssa lived exactly is unknown. Some believe her to have lived six thousand years ago, whilst the book True History states four thousand years ago. Maester Denestan, in his Questions, states two thousand years. According to legend, Alyssa saw her husband, her brothers and her children killed in front of her, but she did not shed a tear. As a consequence, after her own death, the gods determined that she would not know rest until her tears would reach the Vale of Arryn, where all those she had loved were buried. The waterfall coming down from the Giant's Lance, known as Alyssa's Tears, comes down from such a height, that the water turns into mist before it ever reaches the ground below, and the winds disperse them, causing a never-ending fall.
Statue of Alyssa
The duel between Ser Vardis Egen and Bronn takes place by the statue. Early in the duel, Bronn hides behind the statue of the weeping woman. A failed lunge by Ser Vardis resulted in his sword striking the marble thigh of "Alyssa".
Later, an off-balance Bronn gets hold of the "weeping woman" to avoid falling to the ground. A wounded Ser Vardis chooses the moment to attack. Bronn is able to avoid the strike. As a result the sword of Egen strikes the elbow of the "weeping woman" and breaks. Bronn then pushes the back of the statue, breaking its torso. The heavy piece of marble falls on Ser Vardis and traps him beneath it. Allowing Bronn to easily kill the incapacitated knight.