Path properties of successive sample minima from stationary processes

DOI10.1007/BF00533163MaRDI QIDQ4107692zbMATH OpenFDO

Authors George L. O'Brien

Publication date 1977

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00533163

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Stationary stochastic processes (60G10) Sample path properties (60G17)

Cites work

• Almost sure stability of maxima
• Examples of mixing sequences
• scientific article; zbMATH DE number 3473057 (Why is no real title available?)
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• Limit theorems for extreme values of chain-dependent processes
• Limit theorems for sums of chain-dependent processes
• On the Rate of Growth of the Partial Maxima of a Sequence of Independent Identically Distributed Random Variables.
• Stability of maxima of random variables defined on a Markov chain
• The maximum term of uniformly mixing stationary processes

Cited in

(3)

• An extreme value theory for long head runs
• Moment inequalities for mixing sequences of random variables
• The occurrence of large values in stationary sequences

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