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Limit laws for the maxima of chain-dependent sequences with positive extremal index

Part of: Markov processes Limit theorems

Published online by Cambridge University Press:  14 July 2016

K. F. Turkman  and
M. F. Oliveira
K. F. Turkman*
Affiliation:
CEAUL, University of Lisbon
M. F. Oliveira*
Affiliation:
CEAUL, University of Lisbon
*
∗ Postal address for both authors: Universidade de Lisboa, Departamento de Estatística, Investigação Operacional e Computaçã o, Bloco C/2 — Campo Grande, Cidade Universitária, 1700 Lisboa, Portugal.
∗ Postal address for both authors: Universidade de Lisboa, Departamento de Estatística, Investigação Operacional e Computaçã o, Bloco C/2 — Campo Grande, Cidade Universitária, 1700 Lisboa, Portugal.
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Abstract

We extend the results on the extremal properties of chain-dependent sequences considered in Turkman and Walker (1983) by assuming conditions similar to those given by Leadbetter and Nandagopalan (1987) which permit clustering of high values.

Keywords

EXTREME VALUESNON-STATIONARY SEQUENCES

MSC classification

Primary: 60F05: Central limit and other weak theorems
Secondary: 60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
Type
Short Communications
Information
Journal of Applied Probability , Volume 29 , Issue 1 , March 1992 , pp. 222 - 227
Copyright
Copyright © Applied Probability Trust 1992 

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References

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