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- W2332397182 abstract "Consider maxima M n of a sequence of random variables defined on a finite Markov chain. Necessary and sufficient conditions for the existence of normalizing constants B n such that are given. The problem can be reduced to studying maxima of i.i.d. random variables drawn from a finite product of distributions π i =1 m H i ( x ). The effect of each factor H i ( x) on the behavior of maxima from π i =1 m H i is analyzed. Under a mild regularity condition, B n can be chosen to be the maximum of the m quantiles of order (1 - n -1 ) of the H 's." @default.
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- W2332397182 date "1972-08-01" @default.
- W2332397182 modified "2023-09-26" @default.
- W2332397182 title "Stability of maxima of random variables defined on a Markov chain" @default.
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- W2332397182 doi "https://doi.org/10.2307/1426000" @default.
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