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Extreme events of Markov chains - MaRDI portal

Extreme events of Markov chains (Q5233162)

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scientific article; zbMATH DE number 7105395
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English
Extreme events of Markov chains
scientific article; zbMATH DE number 7105395

    Statements

    title
    Extreme events of Markov chains (English)
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    publication date
    16 September 2019
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    zbMATH Keywords
    asymptotic independence
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    conditional extremes
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    extreme value theory
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    Markov chain
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    hidden tail chain
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    tail chain
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    cites work
    Q4269108
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    Q3281164
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    Markov tail chains
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    Q4363950
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    Identifiers

    Mathematics Subject Classification ID
    60G70
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    60J05
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    60G10
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    zbMATH DE Number
    7105395
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    OpenAlex ID
    W2963759470
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    arXiv ID
    1510.08920
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    DOI
    10.1017/APR.2016.82
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