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Asymptotic Properties of Permanental Sequences

Related to Birth and Death Processes and Autoregressive Gaussian Sequences

Produktform: Buch / Einband - flex.(Paperback)

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. weiterlesen

Dieser Artikel gehört zu den folgenden Serien

Sprache(n): Englisch

ISBN: 978-3-030-69484-5 / 978-3030694845 / 9783030694845

Verlag: Springer International Publishing

Erscheinungsdatum: 31.03.2021

Seiten: 114

Auflage: 1

Autor(en): Michael B. Marcus, Jay Rosen

Stichwörter: , , , ,

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