Maxima and exceedances of stationary Markov chains
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Publication:3800808
DOI10.2307/1427395zbMath0654.60023OpenAlexW4367275813MaRDI QIDQ3800808
Publication date: 1988
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427395
tail probabilitiesextreme value theoryautoregressive processesextremal behavior of a Harris recurrent Markov chain
Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Large deviations (60F10)
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