MARKOV-CHAINS GENERATED BY MAXIMIZING COMPONENTS OF MULTIDIMENSIONAL EXTREMAL PROCESSES

被引:8
作者
DAGSVIK, JK
机构
关键词
D O I
10.1016/0304-4149(88)90062-2
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:31 / 45
页数:15
相关论文
共 10 条
[1]  
[Anonymous], 1981, STRUCTURAL ANAL DISC
[3]  
DEHAAN L, 1977, Z WAHRSCHEINLICHKEIT, V40, P317
[4]  
DEOLIVEIRA JT, 1973, 4TH P C PROB THEOR B, P217
[5]   EXTREMAL PROCESSES [J].
DWASS, M .
ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (04) :1718-&
[6]  
JOHNSON NL, 1972, DISTRIBUTION STATIST
[7]  
Luce R. D, 1959, INDIVIDUAL CHOICE BE
[8]  
McFadden Daniel, 1981, STRUCTURAL ANAL DISC, P198
[9]   EXTREMAL PROCESSES GENERATED BY INDEPENDENT NONIDENTICALLY DISTRIBUTED RANDOM-VARIABLES [J].
WEISSMAN, I .
ANNALS OF PROBABILITY, 1975, 3 (01) :172-177
[10]  
WEISSMAN I, 1975, J APPL PROBAB, V12, P447