Markov Structure of the Sequence of Local Maxima and the Gaps between Them

DOI10.1137/S0040585X97986631zbMath1327.60109MaRDI QIDQ2931881

E. V. Khil

Publication date: 28 November 2014

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

hidden Markov chainlocal maximaexchangeable random variables

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Discrete-time Markov processes on general state spaces (60J05) Exchangeability for stochastic processes (60G09)

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