Computing the extremal index of special Markov chains and queues
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Publication:1382480
DOI10.1016/S0304-4149(96)00111-1zbMath0889.60055MaRDI QIDQ1382480
L. E. Meester, Gerard Hooghiemstra
Publication date: 29 March 1998
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Extreme value theory; extremal stochastic processes (60G70) Queueing theory (aspects of probability theory) (60K25) Limit theorems in probability theory (60F99)
Related Items
Extremal behavior of the autoregressive process with ARCH(1) errors, On regenerative estimation of extremal index in queueing systems, Extreme values statistics for Markov chains via the (pseudo-) regenerative method, Extreme Value Theory as a Risk Management Tool
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