Author:
Fabens Augustus J.,Neuts Marcel F.
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.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
2 articles.
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