On the limit distributions and asymptotics of extremal values for certain sequences of random variables

DOI10.1007/BF02363267MaRDI QIDQ677242zbMATH OpenFDO

Authors A. N. Livshits

Publication date 12 October 1998

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02363267

zbMATH Keywords

limit distributionsMarkov representationRudin-Shapiro coefficients

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Markov processes (60J99)

Review text

See the review in Zbl 0873.60028.

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Cites work

• Discrete problems in probability theory
• scientific article; zbMATH DE number 1129020 (Why is no real title available?)
• Processes in discrete schemes. A survey. I

Cited in

(7)

• On the asymptotic behavior of the sequence and series of running maxima from a real random sequence
• Exact and asymptotic distributions of exceedance statistics for bivariate random sequences
• scientific article; zbMATH DE number 4216814 (Why is no real title available?)
• A limit theorem for extreme values of discrete random variables and its applications
• scientific article; zbMATH DE number 4157595 (Why is no real title available?)
• Limit theorems for the maximum terms of a sequence of random variables with marginal geometric distributions
• Asymptotic Behavior of Extreme Values of Random Variables and Some Stochastic Processes

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