Closed-form solutions for the probability distribution of time-variant maximal value processes for some classes of Markov processes (Q2025535)
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scientific article; zbMATH DE number 7348068
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closed-form solutions for the probability distribution of time-variant maximal value processes for some classes of Markov processes |
scientific article; zbMATH DE number 7348068 |
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Closed-form solutions for the probability distribution of time-variant maximal value processes for some classes of Markov processes (English)
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14 May 2021
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time-variant maximal value process
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extreme value distribution
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Markov process
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closed-form solution
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probability evolution integral equation
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0.8633849
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0.8630924
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0.86105275
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0.85751253
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0.85642636
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0.8540576
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