The limiting distribution of the maximum term in a sequence of random variables defined on a markov chain
- 1 April 1970
- journal article
- research article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 7 (03) , 754-760
- https://doi.org/10.1017/s0021900200110691
Abstract
Summary: Gnedenko's classical work [1] on the limit of the distribution of the maximum of a sequence of independent random variables is extended to the distribution of the maximum of a sequence of random variables defined on a finite Markov chain.Keywords
This publication has 1 reference indexed in Scilit:
- Sur La Distribution Limite Du Terme Maximum D'Une Serie AleatoireAnnals of Mathematics, 1943