The Distribution of Extreme Values in Samples whose Members are Subject to a Markoff Chain Condition

DOI10.1214/AOMS/1177729951MaRDI QIDQ5801616zbMATHOpenAlexFDO

Authors Benjamin Epstein

Publication date 1949

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177729951

zbMATH Keywords

Probability theory

Mathematics Subject Classification ID

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

Cited in

(4)

• A computational algorithm for the coverage probability of a first order autogressive process
• Extreme value distributions for two kinds of path sums of Markov chain
• scientific article; zbMATH DE number 1245634 (Why is no real title available?)
• OPTIMAL CONSUMER SEARCH WHEN PRICES ARE TIME‐DEPENDENT

This page was built for publication: The Distribution of Extreme Values in Samples whose Members are Subject to a Markoff Chain Condition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5801616)