Extreme values of phase-type and mixed random variables with parallel-processing examples

DOI10.1239/JAP/1032374241zbMath0948.60017OpenAlexW2062520775MaRDI QIDQ4261297

Richard F. Serfozo, Sung Yeol Kang

Publication date: 1 September 1999

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

Full work available at URL: https://doi.org/10.1239/jap/1032374241

zbMATH Keywords

extreme valuesPERTrandom environmentsphase-type distributionsparallel-processingmixed random variablestask-graphs

Mathematics Subject Classification ID

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

Related Items (6)

Extreme behavior of multivariate phase-type distributions ⋮ General scheme of maxima of sums of independent random variables and its applications ⋮ An alternative for robust estimation in project management ⋮ A hybrid Pareto model for asymmetric fat-tailed data: the univariate case ⋮ The Maximum of the Periodogram of a Sequence of Functional Data ⋮ Computing bounds on the expected maximum of correlated normal variables

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