Blar i Discussion Papers på emneord "Markov prosesser"
Viser treff 1-1 av 1
-
Markov chains generated by maximizing components of multidimensional extremal processes
(Discussion Papers;No. 12, Working paper, 1985)A multidimensional inhomogenous extremal process is defined and it is demonstrated that it belongs to the class of pure jump Markov processes. Let {Z.(t)} be the j-th component of the process. Let {J(t)} be a finite state ...