語系:
繁體中文
English
說明(常見問題)
圖資館首頁
登入
回首頁
切換:
標籤
|
MARC模式
|
ISBD
Asymptotic properties of permanental...
~
Marcus, Michael B.
Asymptotic properties of permanental sequencesrelated to birth and death processes and autoregressive Gaussian sequences /
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Asymptotic properties of permanental sequencesby Michael B. Marcus, Jay Rosen.
其他題名:
related to birth and death processes and autoregressive Gaussian sequences /
作者:
Marcus, Michael B.
其他作者:
Rosen, Jay.
出版者:
Cham :Springer International Publishing :2021.
面頁冊數:
xi, 114 p. :ill., digital ;24 cm.
Contained By:
Springer Nature eBook
標題:
Birth and death processes (Stochastic processes)
電子資源:
https://doi.org/10.1007/978-3-030-69485-2
ISBN:
9783030694852$q(electronic bk.)
Asymptotic properties of permanental sequencesrelated to birth and death processes and autoregressive Gaussian sequences /
Marcus, Michael B.
Asymptotic properties of permanental sequences
related to birth and death processes and autoregressive Gaussian sequences /[electronic resource] :by Michael B. Marcus, Jay Rosen. - Cham :Springer International Publishing :2021. - xi, 114 p. :ill., digital ;24 cm. - SpringerBriefs in probability and mathematical statistics,2365-4333. - SpringerBriefs in probability and mathematical statistics..
1.Introduction, General Results and Applications -- 2.Birth and death processes -- 3.Birth and death processes with emigration -- 4.Birth and death processes with emigration related to first order Gaussian autoregressive sequences -- 5.Markov chains with potentials that are the covariances of higher order Gaussian autoregressive sequences -- 6.Relating permanental sequences to Gaussian sequences -- 7. Permanental sequences with kernels that have uniformly bounded row sums -- 8.Uniform Markov chains -- References -- Index.
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.
ISBN: 9783030694852$q(electronic bk.)
Standard No.: 10.1007/978-3-030-69485-2doiSubjects--Topical Terms:
893987
Birth and death processes (Stochastic processes)
LC Class. No.: QA274.76
Dewey Class. No.: 519.23
Asymptotic properties of permanental sequencesrelated to birth and death processes and autoregressive Gaussian sequences /
LDR
:02742nmm a2200349 a 4500
001
599733
003
DE-He213
005
20210715140643.0
006
m d
007
cr nn 008maaau
008
211027s2021 sz s 0 eng d
020
$a
9783030694852$q(electronic bk.)
020
$a
9783030694845$q(paper)
024
7
$a
10.1007/978-3-030-69485-2
$2
doi
035
$a
978-3-030-69485-2
040
$a
GP
$c
GP
041
0
$a
eng
050
4
$a
QA274.76
072
7
$a
PBT
$2
bicssc
072
7
$a
MAT029000
$2
bisacsh
072
7
$a
PBT
$2
thema
072
7
$a
PBWL
$2
thema
082
0 4
$a
519.23
$2
23
090
$a
QA274.76
$b
.M322 2021
100
1
$a
Marcus, Michael B.
$3
324500
245
1 0
$a
Asymptotic properties of permanental sequences
$h
[electronic resource] :
$b
related to birth and death processes and autoregressive Gaussian sequences /
$c
by Michael B. Marcus, Jay Rosen.
260
$a
Cham :
$b
Springer International Publishing :
$b
Imprint: Springer,
$c
2021.
300
$a
xi, 114 p. :
$b
ill., digital ;
$c
24 cm.
490
1
$a
SpringerBriefs in probability and mathematical statistics,
$x
2365-4333
505
0
$a
1.Introduction, General Results and Applications -- 2.Birth and death processes -- 3.Birth and death processes with emigration -- 4.Birth and death processes with emigration related to first order Gaussian autoregressive sequences -- 5.Markov chains with potentials that are the covariances of higher order Gaussian autoregressive sequences -- 6.Relating permanental sequences to Gaussian sequences -- 7. Permanental sequences with kernels that have uniformly bounded row sums -- 8.Uniform Markov chains -- References -- Index.
520
$a
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.
650
0
$a
Birth and death processes (Stochastic processes)
$3
893987
650
0
$a
Gaussian distribution.
$3
211128
650
1 4
$a
Probability Theory and Stochastic Processes.
$3
274061
700
1
$a
Rosen, Jay.
$3
324499
710
2
$a
SpringerLink (Online service)
$3
273601
773
0
$t
Springer Nature eBook
830
0
$a
SpringerBriefs in probability and mathematical statistics.
$3
732767
856
4 0
$u
https://doi.org/10.1007/978-3-030-69485-2
950
$a
Mathematics and Statistics (SpringerNature-11649)
筆 0 讀者評論
全部
電子館藏
館藏
1 筆 • 頁數 1 •
1
條碼號
館藏地
館藏流通類別
資料類型
索書號
使用類型
借閱狀態
預約狀態
備註欄
附件
000000198357
電子館藏
1圖書
電子書
EB QA274.76 .M322 2021 2021
一般使用(Normal)
在架
0
1 筆 • 頁數 1 •
1
多媒體
多媒體檔案
https://doi.org/10.1007/978-3-030-69485-2
評論
新增評論
分享你的心得
Export
取書館別
處理中
...
變更密碼
登入