Stability of maxima of random variables defined on a Markov chain

DOI10.2307/1426000MaRDI QIDQ5684067zbMATH OpenOpenAlexFDO

Authors Sidney I. Resnick

Publication date 1972

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1426000

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov renewal processes, semi-Markov processes (60K15)

Cited in

(7)

• Rates of convergence for the stability of large order statistics
• Geometric interpretation of the residual dependence coefficient
• Path properties of successive sample minima from stationary processes
• Almost sure relative stability of the maximum of a stationary sequence
• The extremes of random walks in random sceneries
• Large deviation principles for sequences of maxima and minima
• Limit theorems for a recursive maximum process with location-dependent periodic intensity-parameter

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