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
Cet article a éte moissonné depuis la source Math-Net.Ru
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.
@article{TVP_1958_3_2_a3,
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},
year = {1958},
volume = {3},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1958_3_2_a3/}
}
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/