Asymptotic Properties of Permanental Sequences - Related to Birth and Death Processes and Autoregressive Gaussian Sequences (Paperback, 1st ed. 2021)

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.

General

Imprint:	Springer Nature Switzerland AG
Country of origin:	Switzerland
Series:	SpringerBriefs in Probability and Mathematical Statistics
Release date:	March 2021
First published:	2021
Authors:	Michael B. Marcus • Jay Rosen
Dimensions:	235 x 155mm (L x W)
Format:	Paperback
Pages:	114
Edition:	1st ed. 2021
ISBN-13:	978-3-03-069484-5
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Promotions
LSN:	3-03-069484-4
Barcode:	9783030694845

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