Asymptotic properties of permanental sequences [electronic resource] : related to birth and death processes and autoregressive Gaussian sequences / Michael B. Marcus, Jay Rosen.

Unlimited

Authorized users

Can lend chapters, not whole ebooks

Asymptotic properties of permanental sequences [electronic resource] : related to birth and death processes and autoregressive Gaussian sequences / Michael B. Marcus, Jay Rosen.

9783030694852 (electronic bk.)
3030694852 (electronic bk.)
9783030694869 (print)
3030694860
9783030694845
3030694844

Cham : Springer, 2021.

English

1 online resource (121 pages).

10.1007/978-3-030-69485-2 doi

QA274.76

519.2/3

This SpringerBriefs employs a novel approach to obtain the precise asymptotic behavior at infinity of a large class of permanental sequences related to birth and death processes and autoregressive Gaussian sequences using techniques from the theory of Gaussian processes and Markov chains. The authors study alpha-permanental processes that are positive infinitely divisible processes determined by the potential density of a transient Markov process. When the Markov process is symmetric, a 1/2-permanental process is the square of a Gaussian process. Permanental processes are related by the Dynkin isomorphism theorem to the total accumulated local time of the Markov process when the potential density is symmetric, and by a generalization of the Dynkin theorem by Eisenbaum and Kaspi without requiring symmetry. Permanental processes are also related to chi square processes and loop soups. The book appeals to researchers and advanced graduate students interested in stochastic processes, infinitely divisible processes and Markov chains.

Includes bibliographical references and index.

Access limited to authorized users.

text file
PDF

Description based on print version record.

Springer briefs in probability and mathematical statistics.

Online Resources > Ebooks
All Resources