Extremal behaviour of stationary Markov chains with applications
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Publication:1333390
DOI10.1214/aoap/1177005071zbMath0806.60041OpenAlexW1982275270MaRDI QIDQ1333390
Publication date: 14 February 1995
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1177005071
complete convergencestochastic difference equationconditions for convergence in distributionextremal behaviourmultilevel exceedance point processes
Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Discrete-time Markov processes on general state spaces (60J05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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