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Asymptotic Properties of Permanental Sequences
- Related to Birth and Death Processes and Autoregressive Gaussian Sequences
Engelsk Paperback
Asymptotic Properties of Permanental Sequences
- Related to Birth and Death Processes and Autoregressive Gaussian Sequences
Engelsk Paperback

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Om denne bog

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.

Product detaljer
Sprog:
Engelsk
Sider:
114
ISBN-13:
9783030694845
Indbinding:
Paperback
Udgave:
ISBN-10:
3030694844
Kategori:
Udg. Dato:
31 mar 2021
Længde:
0mm
Bredde:
155mm
Højde:
235mm
Forlag:
Springer Nature Switzerland AG
Oplagsdato:
31 mar 2021
Forfatter(e):
Kategori sammenhænge