Esta web utiliza cookies propias y de terceros que nos permiten optimizar tu experiencia en el sitio web, evaluar su rendimiento, generar estadísticas de uso y mejorar y añadir nuevas funcionalidades. Mediante el análisis de tus hábitos de navegación podemos mostrar contenidos más relevantes y medir las interacciones con la web.
Puede obtener más información aquí.

Avanzado
Artículos
Portada

ASYMPTOTIC PROPERTIES OF PERMANENTAL SEQUENCES IBD

JAY ROSEN / MICHAEL B MARCUS
SPRINGER
03 / 2021
9783030694845
Inglés

Sinopsis

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.