Extremes of Markov sequences

DOI10.1016/0378-3758(94)00070-0MaRDI QIDQ1890877zbMATH OpenOpenAlexFDO

Authors George Haiman, Maxime Kiki, Madan L. Puri

Publication date 14 November 1995

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(94)00070-0

zbMATH Keywords

asymptotic independencestationary Markov sequenceuniformly bounded transition

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

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• scientific article; zbMATH DE number 193528 (Why is no real title available?)
• An asymptotic independent representation in limit theorems for maxima of nonstationary random sequences
• Extreme values for stationary and Markov sequences
• High-Level exceedances of regenerative and semi-stationary processes
• Maxima and exceedances of stationary Markov chains
• The extremal index for a Markov chain

Cited in

(4)

• Extreme values for stationary and Markov sequences
• Extreme values statistics for Markov chains via the (pseudo-) regenerative method
• An extremal markovian sequence
• Maximum length of a series in a Markovian binary sequence with an application to the description of a basketball game

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