THE LIMITING DISTRIBUTION OF THE MAXIMUM TERM IN A SEQUENCE OF RANDOM VARIABLES DEFINED ON A MARKOV CHAIN.

Abstract

Gnedenko's classical work 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. (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1969
Accession Number
AD0692397

Entities

People

  • Augustus J. Fabens
  • Marcel F. Neuts

Organizations

  • Purdue University

Tags

DTIC Thesaurus Topics

  • Cooperation
  • Markov Chains
  • Mathematics
  • Operations Research
  • Probability
  • Random Variables
  • Sequences
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.