ON THE EXTREMAL BEHAVIOUR OF SOME STATIONARY MARKOV SEQUENCE

DOI10.1515/DEMA-1998-0206zbMath0916.60050OpenAlexW1027757683MaRDI QIDQ4214641

Magdalena Chrapek

Publication date: 19 July 1999

Published in: Demonstratio Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/dema-1998-0206

zbMATH Keywords

stationary distributionextreme values theorycompound Poisson distributionasymptotical properties

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Continuous-time Markov processes on discrete state spaces (60J27)

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