Maxima of recurrent random sequences

MaRDI QIDQ1851496zbMATH OpenFDO

Authors A. V. Lebedev

Publication date 8 January 2003

Published in Moscow University Mathematics Bulletin (Search for Journal in Brave)

zbMATH Keywords

maximarecurrencerandom sequence

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Limit theorems in probability theory (60F99) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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Cited in

(9)

• On the asymptotic behavior of the sequence and series of running maxima from a real random sequence
• Extremal behavior of recurrent random sequences
• Large excursions and conditioned laws for recursive sequences generated by random matrices
• On invariant measures of stochastic recursions in a critical case
• Maxima of recurrent random sequences. The case of heavy tails
• Uniform AR(1) processes and maxima on partial samples
• Large deviations for solution of random recurrence equation
• Convergence to type I distribution of the extremes of sequences defined by random difference equation
• Limit theorems for a recursive maximum process with location-dependent periodic intensity-parameter

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