Markov chains generated by maximizing components of multidimensional extremal processes

DOI10.1016/0304-4149(88)90062-2zbMath0642.60048OpenAlexW1998343867MaRDI QIDQ1101780

John K. Dagsvik

Publication date: 1988

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11250/180335

zbMATH Keywords

extremal processesdistribution of the excursion time

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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On the equivalence between SUE and fixed-point states of day-to-day assignment processes with serially-correlated route choice

Cites Work

• Discrete dynamic choice: An extension of the choice models of Thurstone and Luce
• Extremal processes generated by independent nonidentically distributed random variables
• Multivariate extremal processes generated by independent non-identically distributed random variables
• Limit theory for multivariate sample extremes
• Extremal Processes
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