Asymptotic location and recurrence properties of maxima of a sequence of random variables defined on a Markov chain

DOI10.1007/BF00563137zbMath0206.48601MaRDI QIDQ5607007

Sidney I. Resnick

Publication date: 1971

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

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (3)

Extremes of censored and uncensored lifetimes in survival data ⋮ The mean residual life function at great age: Applications to tail estimation ⋮ Modelling extremes of time-dependent data by Markov-switching structures

Cites Work

• Limit Theorems for Markov Renewal Processes
• Limit laws for maxima of a sequence of random variables defined on a Markov chain
• Products of distribution functions attracted to extreme value laws
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