Stability of maxima of random variables defined on a Markov chain

DOI10.2307/1426000zbMath0267.60090OpenAlexW2332397182MaRDI QIDQ5684067

Sidney I. Resnick

Publication date: 1972

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1426000

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov renewal processes, semi-Markov processes (60K15)

Related Items (7)

Rates of convergence for the stability of large order statistics ⋮ The extremes of random walks in random sceneries ⋮ Geometric interpretation of the residual dependence coefficient ⋮ Limit theorems for a recursive maximum process with location-dependent periodic intensity-parameter ⋮ Path properties of successive sample minima from stationary processes ⋮ Large Deviation Principles for Sequences of Maxima and Minima ⋮ Almost sure relative stability of the maximum of a stationary sequence

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