A Limit Theorem for the Number of Maxima in the Sequence of Random Variables in a Markov Chain
Teoriâ veroâtnostej i ee primeneniâ, Tome 3 (1958) no. 2, pp. 166-172

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This paper contains the proof of a limit theorem concerning the number of maxima in the sequence of a series of random variables forming a Markov chain and converging to a Markov process of the diffusion type.
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     author = {I. I. Gikhman},
     title = {A {Limit} {Theorem} for the {Number} of {Maxima} in the {Sequence} of {Random} {Variables} in a {Markov} {Chain}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {166--172},
     publisher = {mathdoc},
     volume = {3},
     number = {2},
     year = {1958},
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     url = {http://geodesic.mathdoc.fr/item/TVP_1958_3_2_a3/}
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I. I. Gikhman. A Limit Theorem for the Number of Maxima in the Sequence of Random Variables in a Markov Chain. Teoriâ veroâtnostej i ee primeneniâ, Tome 3 (1958) no. 2, pp. 166-172. http://geodesic.mathdoc.fr/item/TVP_1958_3_2_a3/