Asymptotic Properties of Permanental Sequences is popular PDF and ePub book, written by Michael B. Marcus in 2021-03-30, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Asymptotic Properties of Permanental Sequences can be Read Online from any device for your convenience.
Asymptotic Properties of Permanental Sequences Book PDF Summary
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.
Detail Book of Asymptotic Properties of Permanental Sequences PDF
- Author : Michael B. Marcus
- Release : 30 March 2021
- Publisher : Springer Nature
- ISBN : 9783030694852
- Genre : Mathematics
- Total Page : 114 pages
- Language : English
- PDF File Size : 18,6 Mb
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