Accession Number : AD0692397

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

Descriptive Note : Technical rept.,

Corporate Author : PURDUE UNIV LAFAYETTE IND DEPT OF STATISTICS

Personal Author(s) : Fabens,Augustus J. ; Neuts,Marcel F.

Report Date : AUG 1969

Pagination or Media Count : 17

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)

Descriptors :   (*RANDOM VARIABLES, DISTRIBUTION FUNCTIONS), STOCHASTIC PROCESSES, CONVERGENCE, MATRICES(MATHEMATICS), THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE