Extreme value theory for a class of discrete distributions with applications to some stochastic processes

From MaRDI portal
Publication:5587578

DOI10.2307/3212152zbMath0192.54202OpenAlexW2329953612MaRDI QIDQ5587578

No author found.

Publication date: 1970

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

Full work available at URL: https://doi.org/10.2307/3212152




Related Items

Extreme values of birth and death processes and queuesEstimating the number of roots of trinomials over finite fieldsOn the distribution for the duration of a randomized leader election algorithmExtreme value modelling of water-related insurance claimsMaxima of Poisson-like variables and related triangular arraysNode profiles of symmetric digital search trees: Concentration propertiesExtremes of integer-valued moving average sequencesThe maximum domain of attraction of multivariate extreme value distributions is smallRandom permutations and queuesOrder Statistics from Discrete DistributionsOn the cycle maximum of birth-death processes and networks of queuesOn the maximum of a bivariate INMA model with integer innovationsApproximate confidence and tolerance limits for the discrete Pareto distribution for characterizing extremes in count dataOn the maximum of periodic integer-valued sequences with exponential type tails via max-semistable lawsSome bounds for the expectations of functions on order statistics and their applicationsLimit laws for maxima of a stationary random sequence with random sample sizeOn extreme values of the queue length in some queuing systemsDiscretization of distributions in the maximum domain of attractionLimit distribution of a roundoff errorMaximum term of a particular autoregressivesequence with discrete marginsExtremes of geometric variables with applications to branching processes.Oscillations for order statistics of some discrete processesRates of convergence in multivariate extreme value theoryAsymptotic behavior of the extreme values of random variables. Discrete caseOn testing extreme value conditionsThe conditional maximum of Poisson random variablesSubsampling weakly dependent time series and application to extremesExtremes of integer-valued moving average models with exponential type tailsA note on the extremes of a particular moving average count data modelThe max-INAR(1) model for count processesExtremal limit laws for a class of bivariate Poisson vectorsOn the asymptotics of discrete order statisticsExtremes of Stationary Sequences with FailuresOn the asymptotic distribution of max and mexOn the max-semistable limit of maxima of stationary sequences with missing valuesAsymptotic behavior of maxima of independent random variables. Discrete caseThe maximal degree in a Poisson-Delaunay graphLocal limit theorems for the maxima of discrete random variablesThe distribution of the maximum of a first-order moving average: The discrete casexThinning-based models in the analysis of integer-valued time series: a reviewMixed Poisson distributions tail equivalent to their mixing distributionsA limit theorem for extreme values of discrete random variables and its applicationsOn the extreme values of \(M/M/m\) queueing systemsThe laws of iterated and triple logarithms for extreme values of regenerative processesAsymptotic behavior of extreme values of queue length in \(M/M/m\) systemsA non-increasing tree growth process for recursive trees and applicationsA note on Poisson maximaMaximum Queue Length and Waiting Time Revisited: Multserver G/G/c QueueOn extreme values of some regenerative processesAsymptotic behavior of maxima of independent random variablesThe matroidal knapsack: A class of (often) well-solvable problemsOn limit reliability functions of large multi-state systems with ageing componentsLimit distributions for the maxima of discrete random variables under monotone normalizationAn extreme value theory for long head runsOn the extremes of the max-INAR(1) process for time series of counts