This article is cited in 1 paper

A Limit Theorem for the Number of Maxima in the Sequence of Random Variables in a Markov Chain

I. I. Gikhman

Kiev

Abstract: This paper contains the proof of a limit theorem concerning the number of maxima in the sequence of a series of random variables forming a Markov chain and converging to a Markov process of the diffusion type.

Received: 15.02.1958

 English version: Theory of Probability and its Applications, 1958, 3:2, 154–160