The extremal index for a Markov chain

DOI10.2307/3214789zbMath0759.60059OpenAlexW2084120651MaRDI QIDQ3992284

Richard L. Smith

Publication date: 13 August 1992

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

Full work available at URL: https://doi.org/10.2307/3214789

zbMATH Keywords

random walkpositive recurrent Markov chainfluctuation propertiesextreme distribution function

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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