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The joint distribution of the running maximum and its location of D-valued Markov processes

Published online by Cambridge University Press:  14 July 2016

Dietmar Ferger
Dietmar Ferger*
Affiliation:
Mathematisches Institut, Justus-Liebig-Universität, Arndtstrasse 2, D-35392 Giessen, Germany
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Abstract

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Type
Letters to the Editor
Information
Journal of Applied Probability , Volume 32 , Issue 3 , September 1995 , pp. 842 - 845
Copyright
Copyright © Applied Probability Trust 1995 

References

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Gihman, I. I. and Shorohod, (1975) The Theory of Stochastic Processes II. Springer, New York.Google Scholar
Shorack, G. R. and Wellner, J. A. (1986) Empirical Processes with Applications to Statistics. Wiley, New York.Google Scholar