Limit theorems for extreme values of chain-dependent processes

DOI10.1214/aop/1176996264zbMath0322.60088OpenAlexW1973483896MaRDI QIDQ1223880

G. E. Denzel, George L. O'Brien

Publication date: 1975

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176996264

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Special processes (60K99) Markov renewal processes, semi-Markov processes (60K15)

Related Items (7)

Compound Poisson approximation ⋮ Stochastic analysis of the fracture of solids with microcracks ⋮ The extremes of random walks in random sceneries ⋮ Limit theorems for a recursive maximum process with location-dependent periodic intensity-parameter ⋮ Path properties of successive sample minima from stationary processes ⋮ Multilevel clustering of extremes. ⋮ Extremes and local dependence in stationary sequences

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