Relative extreme values and extremum-times of jump process: Upward type

DOI10.1007/BF02560015MaRDI QIDQ4354963zbMATH OpenFDO

Authors Yubo Ge

Publication date 20 April 1998

Published in Acta Mathematica Sinica, English Series (Search for Journal in Brave)

zbMATH Keywords

stopping timestrong Markovian propertydistribution and moment

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stopping times; optimal stopping problems; gambling theory (60G40) Continuous-time Markov processes on discrete state spaces (60J27)

Recommendations

• On extreme values of some regenerative processes
• Extreme values of birth and death processes and queues
• scientific article; zbMATH DE number 4147250
• On extreme values of birth and death processes
• Extremal processes with one jump

This page was built for publication: Relative extreme values and extremum-times of jump process: Upward type

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4354963)