The distributions of cluster functionals of extreme events in a dth-order Markov chain

DOI10.1239/jap/1014842266zbMath0959.60043MaRDI QIDQ4503208

Seokhoon Yun

Publication date: 26 April 2001

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

Full work available at URL: https://doi.org/10.1239/jap/1014842266

zbMATH Keywords

extremes; \(d\)th-order stationary Markov chain; cluster functionals

Mathematics Subject Classification ID

60G10: Stationary stochastic processes

60G70: Extreme value theory; extremal stochastic processes

60J05: Discrete-time Markov processes on general state spaces

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