Jay Rosen

Asymptotic Properties of Permanental Sequences

Related to Birth and Death Processes and Autoregressive Gaussian Sequences

Buch

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 loca… Mehr

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Produktdetails

Weitere Autoren: Marcus, Michael B.

ISBN: 978-3-030-69484-5
EAN: 9783030694845
Produktnummer: 36019870
Verlag: Springer International Publishing
Sprache: Englisch
Erscheinungsjahr: 2021
Seitenangabe: 128 S.
Masse: H23.5 cm x B15.5 cm x D0.7 cm 207 g
Auflage: 1st ed. 2021
Abbildungen: Paperback
Gewicht: 207

Über den Autor

Professor Marcus is Professor Emeritus at The City College, CUNY and the CUNY Graduate Center and Professor Rosen is Distinguished Professor at The College of Staten Island, CUNY and the CUNY Graduate Center. Together they have published more than two hundred papers of which thirty six were written jointly and five books three of which were written jointly. Together they have delivered more than three hundred invited talks. Their research is on sample path properties of stochastic processes, specializing in Gaussian processes, random Fourier series, Gaussian chaos, Levy processes, Markov processes, local times, intersection local times, loop soups and permanental processes.