Accession Number : AD0692399

Title :   LIMIT LAWS FOR MAXIMA OF 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) : Resnick,Sidney I. ; Neuts,Marcel F.

Report Date : AUG 1969

Pagination or Media Count : 33

Abstract : The limit laws are characterized for the maxima of a sequence of random variables defined on a finite Markov chain which are conditionally independent given the chain.

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

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE