Path properties of successive sample minima from stationary processes

DOI10.1007/BF00533163zbMath0339.60029MaRDI QIDQ4107692

George L. O'Brien

Publication date: 1977

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Sample path properties (60G17) Limit theorems in probability theory (60F99)

Related Items (3)

Moment inequalities for mixing sequences of random variables ⋮ The occurrence of large values in stationary sequences ⋮ An extreme value theory for long head runs

Cites Work

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• Limit theorems for extreme values of chain-dependent processes
• Examples of mixing sequences
• Limit theorems for sums of chain-dependent processes
• The maximum term of uniformly mixing stationary processes
• On the Rate of Growth of the Partial Maxima of a Sequence of Independent Identically Distributed Random Variables.
• Almost sure stability of maxima
• Stability of maxima of random variables defined on a Markov chain

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