Displaying similar documents to “On the limit distributions of kth order statistics for semi-pareto processes”

A note on the characterization ofsome minification processes

Wiesław Dziubdziela (1997)

Applicationes Mathematicae

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We present a stochastic model which yields a stationary Markov process whose invariant distribution is maximum stable with respect to the geometrically distributed sample size. In particular, we obtain the autoregressive Pareto processes and the autoregressive logistic processes introduced earlier by Yeh et al

The first exit of almost strongly recurrent semi-Markov processes

Joachim Domsta, Franciszek Grabski (1995)

Applicationes Mathematicae

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Let ( · ) , n ∈ N, be a sequence of homogeneous semi-Markov processes (HSMP) on a countable set K, all with the same initial p.d. concentrated on a non-empty proper subset J. The subrenewal kernels which are restrictions of the corresponding renewal kernels on K×K to J×J are assumed to be suitably convergent to a renewal kernel P (on J×J). The HSMP on J corresponding to P is assumed to be strongly recurrent. Let [ π j ; j ∈ J] be the stationary p.d. of the embedded Markov chain. In terms of...

Records and concomitants.

Ahsanullah, M. (2009)

Bulletin of the Malaysian Mathematical Sciences Society. Second Series

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