Extreme values for stationary and Markov sequences (Q1089669)

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Extreme values for stationary and Markov sequences
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    Extreme values for stationary and Markov sequences (English)
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    1987
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    The paper deals with the asymptotic behaviour of the maxima of strictly stationary sequences \((X_ n)\). Let \(M_{i,j}=\max (X_{i+1},...,X_ j)\) and let \(M_ n=M_{0,n}\). Let \((c_ n)\) be a sequence of real numbers. In particular, the author proves, under very general circumstances, that \[ P[M_ n\leq c_ n]-(P[X_ 1\leq c_ n])nP[M_{1,p_ n}\leq c_ n| X_ 1>c_ n]\to 0, \] for any sequence \((p_ n)\) satisfying certain growth-rate conditions. The obtained results can be applied to the case when \((X_ n)\) is a function of a positive Harris Markov sequence. Some examples are given.
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    maxima of strictly stationary sequences
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    growth-rate conditions
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    function of a positive Harris Markov sequence
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