On the stationary distribution of some extremal Markovian sequences

DOI10.2307/3214648MaRDI QIDQ3485671zbMATH OpenOpenAlexFDO

Authors

Publication date 1990

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214648

zbMATH Keywords

limit distributionbeta distributionstationary distributions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Distribution theory (60E99)

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(21)

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• Non-standard limits for a family of autoregressive stochastic sequences
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• Extremes of scale mixtures of multivariate time series
• RANDOM DYNAMICAL SYSTEMS ON ORDERED TOPOLOGICAL SPACES
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• On the CLT for stationary Markov chains with trivial tail sigma field
• Extremes and clustering of nonstationary max-AR(1) sequences
• On the extremes of the max-INAR(1) process for time series of counts
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• An extremal markovian sequence
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