Limit theorems for a recursive maximum process with location-dependent periodic intensity-parameter

DOI10.1007/s10687-010-0106-6zbMath1226.60081OpenAlexW2085967708MaRDI QIDQ650750

Brice Franke

Publication date: 27 November 2011

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-010-0106-6

zbMATH Keywords

maximum processextremal valueCesàro convergencerandom recursion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)

Cites Work

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• An introduction to the theory of point processes
• Limit theorems for extreme values of chain-dependent processes
• Limit laws for the maxima of a class of quasi-stationary sequences
• Limit laws for the maxima of chain-dependent sequences with positive extremal index
• On Extreme Order Statistics
• Stability of maxima of random variables defined on a Markov chain

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