Maximal Number of Successors in a Nginar(1) Process


Autoria(s): K. Jordanova, Pavlina; K. Mitov, Ivan
Data(s)

20/12/2013

20/12/2013

2011

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

http://hdl.handle.net/10525/2209

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