Limit theorems for a recursive maximum process with location-dependent periodic intensity-parameter

DOI10.1007/S10687-010-0106-6MaRDI QIDQ650750zbMATH OpenOpenAlexFDO

Authors Brice Franke

Publication date 27 November 2011

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10687-010-0106-6

zbMATH Keywords

Cesàro convergenceextremal valuemaximum processrandom recursion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Extreme value theory; extremal stochastic processes (60G70)

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Cites work

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• Limit laws for the maxima of a class of quasi-stationary sequences
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• On Extreme Order Statistics
• Stability of maxima of random variables defined on a Markov chain

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