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Teoriya Veroyatnostei i ee Primeneniya, 1978, Volume 23, Issue 2, Pages 438–445 (Mi tvp3057)  

This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

On the asymptotical behaviour of the maximum in a simple homogeneous Markov chain with large number of states

A. S. Ambrosimov

Moscow
Full-text PDF (471 kB) Citations (1)
Abstract: The paper deals with a sequence of series of trials forming a simple homogeneous Markov chain with transition probabilities
$$ \pi_{ij}=\frac{1}{k}+\frac{\alpha{ij}}{k\varphi(k)}. $$
Here $k$ is the number of states, $\varphi(k)\to\infty$ as $k\to\infty$, $\displaystyle\max_{1\le i,j\le k}|\alpha_{ij}|=O(1)$. Limit distributions of $\displaystyle\rho=\max_{1\le i\le k}h_i$ as $n$ and $k\to\infty$ are investigated, where $h_i$ is the frequency of the $i$th state in $n$ trials.
Received: 28.05.1976
English version:
Theory of Probability and its Applications, 1979, Volume 23, Issue 2, Pages 419–426
DOI: https://doi.org/10.1137/1123050
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. S. Ambrosimov, “On the asymptotical behaviour of the maximum in a simple homogeneous Markov chain with large number of states”, Teor. Veroyatnost. i Primenen., 23:2 (1978), 438–445; Theory Probab. Appl., 23:2 (1979), 419–426
Citation in format AMSBIB
\Bibitem{Amb78}
\by A.~S.~Ambrosimov
\paper On the asymptotical behaviour of the maximum in a~simple homogeneous Markov chain with large number of states
\jour Teor. Veroyatnost. i Primenen.
\yr 1978
\vol 23
\issue 2
\pages 438--445
\mathnet{http://mi.mathnet.ru/tvp3057}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=483020}
\zmath{https://zbmath.org/?q=an:0421.60060|0388.60060}
\transl
\jour Theory Probab. Appl.
\yr 1979
\vol 23
\issue 2
\pages 419--426
\crossref{https://doi.org/10.1137/1123050}
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  • https://www.mathnet.ru/eng/tvp/v23/i2/p438
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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