SpringerBriefs in Probability and Mathematical Statistics

Asymptotic Properties of Permanental Sequences

Related to Birth and Death Processes and Autoregressive Gaussian Sequences

Authors: Marcus, Michael B., Rosen, Jay

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  • Is the first monograph that addresses permanental processes, a new class of stochastic processes
  • 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
  • Appeals to researchers and advanced graduate students
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eBook 46,00 €
price for Spain (gross)
  • ISBN 978-3-030-69485-2
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover 57,19 €
price for Spain (gross)
  • ISBN 978-3-030-69484-5
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
  • The final prices may differ from the prices shown due to specifics of VAT rules
About this book

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.

About the authors

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.

Table of contents (8 chapters)

Table of contents (8 chapters)

Buy this book

eBook 46,00 €
price for Spain (gross)
  • ISBN 978-3-030-69485-2
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover 57,19 €
price for Spain (gross)
  • ISBN 978-3-030-69484-5
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Asymptotic Properties of Permanental Sequences
Book Subtitle
Related to Birth and Death Processes and Autoregressive Gaussian Sequences
Authors
Series Title
SpringerBriefs in Probability and Mathematical Statistics
Copyright
2021
Publisher
Springer International Publishing
Copyright Holder
The Author(s), under exclusive license to Springer Nature Switzerland AG
eBook ISBN
978-3-030-69485-2
DOI
10.1007/978-3-030-69485-2
Softcover ISBN
978-3-030-69484-5
Series ISSN
2365-4333
Edition Number
1
Number of Pages
XI, 114
Number of Illustrations
1 b/w illustrations, 1 illustrations in colour
Topics