On a general random exchange model

DOI10.2307/3212533MaRDI QIDQ4119909zbMATHOpenAlexFDO

Authors Inge S. Helland, Trygve Nilsen

Publication date 1976

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

Full work available at URL https://doi.org/10.2307/3212533

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sums of independent random variables; random walks (60G50) Special processes (60K99)

Cited in

(10)

• Boolean percolation on digraphs and random exchange processes
• State-space models for maxima precipitation
• Recurrence and transience of contractive autoregressive processes and related Markov chains
• Approxmating the distribution of the maximum of a dependent stationary sequence based on estimatimates from a genrating function
• Extreme value theory for suprema of random variables with regularly varying tail probabilities
• On tail dependence: a characterization for first-order max-autoregressive processes
• RANDOM DYNAMICAL SYSTEMS ON ORDERED TOPOLOGICAL SPACES
• Statistical analysis of first-order MARMA processes
• Persistence of autoregressive sequences with logarithmic tails
• On the extremal behavior of a Pareto process: an alternative for ARMAX modeling

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