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):

Report Date:

1969-08-01

Pagination or Media Count:

33.0

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.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE