Asymptotic Properties Of Permanental Sequences

Author : Michael B. Marcus
Publisher : Springer Nature
ISBN 13 : 3030694852
Total Pages : 114 pages
Book Rating : 4.52/5 ( download)

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Download or read book Asymptotic Properties of Permanental Sequences written by Michael B. Marcus and published by Springer Nature. This book was released on 2021-03-30 with total page 114 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Author : Robert Cogburn
Publisher :
ISBN 13 :
Total Pages : 62 pages
Book Rating : 4.48/5 ( download)

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Download or read book Asymptotic Properties of Stationary Sequences written by Robert Cogburn and published by . This book was released on 1960 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Patricia Sullivan Conn
Publisher :
ISBN 13 :
Total Pages : 180 pages
Book Rating : 4.78/5 ( download)

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Download or read book Asymptotic Properties of Sequences of Positive Kernels written by Patricia Sullivan Conn and published by . This book was released on 1969 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : M. Vuilleumier
Publisher :
ISBN 13 :
Total Pages : 47 pages
Book Rating : 4.62/5 ( download)

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Download or read book On Asymptotic Behavior of Linear Transformations of Slowly Varyang Sequences and of Sequences of Regular Asymptotic Behaviour written by M. Vuilleumier and published by . This book was released on 1963 with total page 47 pages. Available in PDF, EPUB and Kindle. Book excerpt: A discussion is presented of the linear transformations of sequences of real numbers which preserve certain asymptotic properties of these sequences. Problems of this type are a natural extension of the theorem of Teoplitz and Schur concerning convergence preserving transformations. (Author).

Author : Philippe Naveau
Publisher :
ISBN 13 :
Total Pages : 258 pages
Book Rating : 4.40/5 ( download)

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Download or read book Almost Sure Convergence of the Maximum of a Stationary Sequence and Asymptotic Properties of Probability Weighted Moments written by Philippe Naveau and published by . This book was released on 1998 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Richard John McIntosh
Publisher : Ann Arbor, Mich. : University Microfilms International
ISBN 13 :
Total Pages : 184 pages
Book Rating : 4.12/5 ( download)

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Download or read book Asymptotic and Arithmetic Properties of Recurrent Sequences written by Richard John McIntosh and published by Ann Arbor, Mich. : University Microfilms International. This book was released on 1989 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Rada Ruth Higgins
Publisher :
ISBN 13 :
Total Pages : 60 pages
Book Rating : 4.87/5 ( download)

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Download or read book On the Asymptotic Behavior of Certain Sequences written by Rada Ruth Higgins and published by . This book was released on 1974 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Alexander Melnikov
Publisher : Springer Nature
ISBN 13 : 3031253264
Total Pages : 214 pages
Book Rating : 4.63/5 ( download)

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Download or read book A Course of Stochastic Analysis written by Alexander Melnikov and published by Springer Nature. This book was released on 2023-04-02 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main subject of the book is stochastic analysis and its various applications to mathematical finance and statistics of random processes. The main purpose of the book is to present, in a short and sufficiently self-contained form, the methods and results of the contemporary theory of stochastic analysis and to show how these methods and results work in mathematical finance and statistics of random processes. The book can be considered as a textbook for both senior undergraduate and graduate courses on this subject. The book can be helpful for undergraduate and graduate students, instructors and specialists on stochastic analysis and its applications.

Author : Grzegorz Rempala
Publisher : Springer Science & Business Media
ISBN 13 : 0387751467
Total Pages : 192 pages
Book Rating : 4.67/5 ( download)

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Download or read book Symmetric Functionals on Random Matrices and Random Matchings Problems written by Grzegorz Rempala and published by Springer Science & Business Media. This book was released on 2007-12-06 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt: This superb explication of a complex subject presents the current state of the art of the mathematical theory of symmetric functionals on random matrices. It emphasizes its connection with the statistical non-parametric estimation theory. The book provides a detailed description of the approach of symmetric function decompositions to the asymptotic theory of symmetric functionals, including the classical theory of U-statistics. It also presents applications of the theory.

Author : Richard A. Olshen
Publisher :
ISBN 13 :
Total Pages : 42 pages
Book Rating : 4.76/5 ( download)

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Download or read book Asymptotic properties of the periodogram of a discrete stationary process written by Richard A. Olshen and published by . This book was released on 19?? with total page 42 pages. Available in PDF, EPUB and Kindle. Book excerpt: