Asymptotic location and recurrence properties of maxima of a sequence of random variables defined on a Markov chain

DOI10.1007/BF00563137zbMATH Open0206.48601MaRDI QIDQ5607007FDOQ5607007

Authors: Sidney I. Resnick 

Publication date: 1971

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Products of distribution functions attracted to extreme value laws
• Limit Theorems for Markov Renewal Processes
• Limit laws for maxima of a sequence of random variables defined on a Markov chain

Cited In (3)

• Extremes of censored and uncensored lifetimes in survival data
• Modelling extremes of time-dependent data by Markov-switching structures
• The mean residual life function at great age: Applications to tail estimation

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