Asymptotic distributions of extremes of extremal Markov sequences

DOI10.2307/3215252zbMATH Open0796.60085OpenAlexW2327441997MaRDI QIDQ4296389

S. R. Adke, C. Chandran

Publication date: 20 September 1994

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

Full work available at URL: https://doi.org/10.2307/3215252

zbMATH Keywords

domain of attractionextreme statisticsmaximum and minimum of Markov sequences

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (7)

Extreme value distributions for two kinds of path sums of Markov chain ⋮ Asymptotic properties of extremal Markov processes driven by Kendall convolution ⋮ Title not available (Why is that?) ⋮ The distribution of extrema for risk processes on the finite Markov chain ⋮ On the limit distributions and asymptotics of extremal values for certain sequences of random variables ⋮ Maximum asymptotic variance of sums of finite Markov chains ⋮ Title not available (Why is that?)

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