Markov chains generated by maximizing components of multidimensional extremal processes

DOI10.1016/0304-4149(88)90062-2MaRDI QIDQ1101780zbMATH OpenOpenAlexFDO

Authors John K. Dagsvik

Publication date 1988

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/11250/180335

zbMATH Keywords

extremal processesdistribution of the excursion time

Mathematics Subject Classification ID

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 3816888 (Why is no real title available?)
• scientific article; zbMATH DE number 3444558 (Why is no real title available?)
• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
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• Discrete dynamic choice: An extension of the choice models of Thurstone and Luce
• Extremal Processes
• Extremal processes generated by independent nonidentically distributed random variables
• Limit theory for multivariate sample extremes
• Multivariate extremal processes generated by independent non-identically distributed random variables

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(3)

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