Records generated by Markov sequences

DOI10.1016/0167-7152(93)90013-9MaRDI QIDQ1314721zbMATH OpenOpenAlexFDO

Authors S. R. Adke

Publication date 7 March 1994

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(93)90013-9

zbMATH Keywords

extremal Markov sequencesrecord epochsrecord values

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Discrete-time Markov processes on general state spaces (60J05)

Review text

The author studies the properties of the bivariate sequence of record epochs and record values in Markov sequence. He illustrates the results with the help of three extremal Markov sequences. Finally, an identifiability problem associated with records is discussed.

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Cites work

• An extremal markovian sequence
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• Records

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(3)

• scientific article; zbMATH DE number 3858108 (Why is no real title available?)
• Keeping random walks safe from extinction and overpopulation in the presence of life-taking disasters
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