Téléchargez le livre : Asymptotic Properties of Permanental Sequences

Asymptotic Properties of Permanental Sequences

Related to Birth and Death Processes and Autoregressive Gaussian Sequences de

,

Éditeur :

Springer


Collection :

SpringerBriefs in Probability and Mathematical Statistics

Paru le : 2021-03-30

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Description

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.
Pages
114 pages
Collection
SpringerBriefs in Probability and Mathematical Statistics
Parution
2021-03-30
Marque
Springer
EAN papier
9783030694845
EAN PDF
9783030694852
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
11
Taille du fichier
2058 Ko
Prix
73,84 €
EAN EPUB
9783030694852
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
11
Taille du fichier
8960 Ko
Prix
73,84 €

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