Extreme Value Theory for a Class of Markov Chains with...

Advances in Applied Probability 1997 / 03 Vol. 29; Iss. 01

Extreme Value Theory for a Class of Markov Chains with Values in ℝd

Perfekt, Roland
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Volume:
29
Journal:
Advances in Applied Probability
DOI:
10.1017/s0001867800027828
Date:
March, 1997
File:
PDF, 2.56 MB
1997
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