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Define the stochastic process \\(U_{nj}(t)=\\max_{i\\leq [nt]}X_{ij}\\). Suppose that \\(U_ n(t)=(U_{n1}(t),...,U_{nm}(t))\\), suitably normed converges to a process \\(\\{\\) Z(t)\\(\\}\\). In this case \\(\\{\\) Z(t)\\(\\}\\) belongs to the class of multidimensional inhomogeneous extremal processes. Define the finite state process \\(\\{\\) J(t)\\(\\}\\) with \\(J(t)=j\\) if \\(Z_ j(t)=\\max_{k}Z_ k(t).\\)    In the case when \\(\\{Z_ k(t)\\}\\), \\(k=1,...,m\\) are independent extremal processes \\(\\{\\) J(t)\\(\\}\\) is an inhomogeneous Markov chain. By means of the marginal distribution \\(F_ t(x)\\) formulae for the transition intensities, the transition and state probabilities are obtained and the relation between them is determined. On condition \\(J(s)=i\\) the distribution of the excursion time, i.e. during which  \\[  \\inf_{s\\leq \\tau \\leq t}(Z_ i(\\tau)-\\max_{k\\neq i}Z(\\tau))>0  \\]  is obtained. 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