On the stationary distribution of some extremal Markovian sequences

DOI10.2307/3214648zbMath0705.60028OpenAlexW2314897375MaRDI QIDQ3485671

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Publication date: 1990

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214648

zbMATH Keywords

limit distributionstationary distributionsbeta distribution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Distribution theory (60E99)

Related Items (7)

Extremes and clustering of nonstationary max-AR(1) sequences ⋮ Asymptotic distribution of maximal autoregressive process with weight tending to 1 ⋮ Modelling some stationary Markov processes and related characterizations ⋮ Stationary max-stable processes with the Markov property ⋮ RANDOM DYNAMICAL SYSTEMS ON ORDERED TOPOLOGICAL SPACES ⋮ Extremes of scale mixtures of multivariate time series ⋮ On the extremes of the max-INAR(1) process for time series of counts

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