The limiting distribution of maxima of random variables defined on a denumerable Markov chain

DOI10.1214/AOP/1176996755zbMath0278.60065OpenAlexW2063174425MaRDI QIDQ1394073

George L. O'Brien

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1214/aop/1176996755

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov renewal processes, semi-Markov processes (60K15)

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