Asymptotics of Markov Kernels and the Tail Chain (Q4915655)
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scientific article; zbMATH DE number 6153156
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of Markov Kernels and the Tail Chain |
scientific article; zbMATH DE number 6153156 |
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Asymptotics of Markov Kernels and the Tail Chain (English)
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11 April 2013
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extreme values
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Markov chain
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multivariate regular variation
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transition kernel
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tail chain
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heavy tail
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