Maximal Number of Successors in a Nginar(1) Process
Data(s) |
20/12/2013
20/12/2013
2011
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Resumo |
2000 Mathematics Subject Classification: 60J80, 60J20, 60J10, 60G10, 60G70, 60F99. In this paper we obtain upper and lower bounds for normalized sequences of maxima, associated with a stationary integer-valued autoregressive process of first order with geometricmarginals (NGINAR(1) process). These processes are a special case of AR(1) processes and strictly stationary ergodic Markov chains. The first author is partially supported by grant RD–05-333/2010 (RD-07-1028) of Shumen University, Bulgaria. |
Identificador |
Pliska Studia Mathematica Bulgarica, Vol. 20, No 1, (2011), 109p-120p 0204-9805 |
Idioma(s) |
en |
Publicador |
Institute of Mathematics and Informatics Bulgarian Academy of Sciences |
Palavras-Chave | #Markov chains #NGINAR process #Branching processes #Processes of maxima #Stationary sequences |
Tipo |
Article |