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):

Report Date:

1969-08-01

Pagination or Media Count:

17.0

Abstract:

Gnedenkos 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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE