Closed-form solutions for the probability distribution of time-variant maximal value processes for some classes of Markov processes (Q2025535)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7348068
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Closed-form solutions for the probability distribution of time-variant maximal value processes for some classes of Markov processes |
scientific article; zbMATH DE number 7348068 |
Statements
Closed-form solutions for the probability distribution of time-variant maximal value processes for some classes of Markov processes (English)
0 references
14 May 2021
0 references
time-variant maximal value process
0 references
extreme value distribution
0 references
Markov process
0 references
closed-form solution
0 references
probability evolution integral equation
0 references
0 references
0 references
0 references
0 references
0.8633849
0 references
0.8630924
0 references
0.86105275
0 references
0.85751253
0 references
0.85642636
0 references
0.8540576
0 references
