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

beta distributionlimit distributionstationary distributions

Mathematics Subject Classification ID

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

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(22)

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• Non-standard limits for a family of autoregressive stochastic sequences
• Extremes of scale mixtures of multivariate time series
• On the CLT for stationary Markov chains with trivial tail sigma field
• Markov structure of the sequence of local maxima and the gaps between them
• An extreme-Markovian-evolutionary (EME) sequence
• RANDOM DYNAMICAL SYSTEMS ON ORDERED TOPOLOGICAL SPACES
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• Growth curve model in relation to extremal processes based on stationary random variables
• On the extremes of the max-INAR(1) process for time series of counts
• On extremal theory for stationary processes

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