Asymptotic properties of permanental sequence : related to birth and death processes and autoregressive Gaussian sequences / / Michael B. Marcus, Jay Rosen |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
Descrizione fisica | 1 online resource (xi, 114 pages) |
Disciplina | 519.233 |
Collana | Springer briefs in probability and mathematical statistics |
Soggetto topico |
Birth and death processes (Stochastic processes)
Gaussian distribution Processos estocàstics Distribució de Gauss |
Soggetto genere / forma | Llibres electrònics |
ISBN | 3-030-69485-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Intro -- Preface -- Contents -- 1 Introduction -- 1.1 General Results -- 1.2 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 -- Appendix Bibliography -- -- Index. |
Record Nr. | UNISA-996466396103316 |
Cham, Switzerland : , : Springer, , [2021] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. di Salerno | ||
|
Asymptotic properties of permanental sequence : related to birth and death processes and autoregressive Gaussian sequences / / Michael B. Marcus, Jay Rosen |
Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2021] |
Descrizione fisica | 1 online resource (xi, 114 pages) |
Disciplina | 519.233 |
Collana | Springer briefs in probability and mathematical statistics |
Soggetto topico |
Birth and death processes (Stochastic processes)
Gaussian distribution Processos estocàstics Distribució de Gauss |
Soggetto genere / forma | Llibres electrònics |
ISBN | 3-030-69485-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Intro -- Preface -- Contents -- 1 Introduction -- 1.1 General Results -- 1.2 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 -- Appendix Bibliography -- -- Index. |
Record Nr. | UNINA-9910483199403321 |
Cham, Switzerland : , : Springer, , [2021] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Intersection local times, loop soups, and permanental wick powers / / Yves Le Jan, Michael B. Marcus, Jay Rosen |
Autore | Le Jan Y (Yves), <1952-> |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2017 |
Descrizione fisica | 1 online resource (92 pages) : illustrations |
Disciplina | 519.23 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Gaussian processes
Local times (Stochastic processes) Loop spaces |
Soggetto genere / forma | Electronic books. |
ISBN | 1-4704-3703-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910480283203321 |
Le Jan Y (Yves), <1952-> | ||
Providence, Rhode Island : , : American Mathematical Society, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Intersection local times, loop soups, and permanental wick powers / / Yves Le Jan, Michael B. Marcus, Jay Rosen |
Autore | Le Jan Y (Yves), <1952-> |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2017 |
Descrizione fisica | 1 online resource (92 pages) : illustrations |
Disciplina | 519.23 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Gaussian processes
Local times (Stochastic processes) Loop spaces |
ISBN | 1-4704-3703-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910794837003321 |
Le Jan Y (Yves), <1952-> | ||
Providence, Rhode Island : , : American Mathematical Society, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Intersection local times, loop soups, and permanental wick powers / / Yves Le Jan, Michael B. Marcus, Jay Rosen |
Autore | Le Jan Y (Yves), <1952-> |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2017 |
Descrizione fisica | 1 online resource (92 pages) : illustrations |
Disciplina | 519.23 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Gaussian processes
Local times (Stochastic processes) Loop spaces |
ISBN | 1-4704-3703-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910814160903321 |
Le Jan Y (Yves), <1952-> | ||
Providence, Rhode Island : , : American Mathematical Society, , 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Moderate deviations for the range of planar random walks / / Richard F. Bass, Xia Chen, Jay Rosen |
Autore | Bass Richard F. |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2009 |
Descrizione fisica | 1 online resource (82 p.) |
Disciplina | 519.2/82 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Random walks (Mathematics)
Deviation (Mathematics) Local times (Stochastic processes) Limit theorems (Probability theory) |
Soggetto genere / forma | Electronic books. |
ISBN | 1-4704-0535-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""Abstract""; ""Chapter 1. Introduction""; ""Chapter 2. History""; ""Chapter 3. Overview""; ""Chapter 4. Preliminaries""; ""Chapter 5. Moments of the range""; ""Chapter 6. Moderate deviations for R[sub(n)] � ER[sub(n)]""; ""Chapter 7. Moderate deviations for ER[sub(n)] � R[sub(n)]""; ""Chapter 8. Exponential asymptotics for the smoothed range""; ""Chapter 9. Exponential approximation""; ""Chapter 10. Laws of the iterated logarithm""; ""Bibliography"" |
Record Nr. | UNINA-9910480247503321 |
Bass Richard F. | ||
Providence, Rhode Island : , : American Mathematical Society, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Moderate deviations for the range of planar random walks / / Richard F. Bass, Xia Chen, Jay Rosen |
Autore | Bass Richard F. |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2009 |
Descrizione fisica | 1 online resource (82 p.) |
Disciplina | 519.2/82 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Random walks (Mathematics)
Deviation (Mathematics) Local times (Stochastic processes) Limit theorems (Probability theory) |
ISBN | 1-4704-0535-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""Abstract""; ""Chapter 1. Introduction""; ""Chapter 2. History""; ""Chapter 3. Overview""; ""Chapter 4. Preliminaries""; ""Chapter 5. Moments of the range""; ""Chapter 6. Moderate deviations for R[sub(n)] � ER[sub(n)]""; ""Chapter 7. Moderate deviations for ER[sub(n)] � R[sub(n)]""; ""Chapter 8. Exponential asymptotics for the smoothed range""; ""Chapter 9. Exponential approximation""; ""Chapter 10. Laws of the iterated logarithm""; ""Bibliography"" |
Record Nr. | UNINA-9910788854803321 |
Bass Richard F. | ||
Providence, Rhode Island : , : American Mathematical Society, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Moderate deviations for the range of planar random walks / / Richard F. Bass, Xia Chen, Jay Rosen |
Autore | Bass Richard F. |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , 2009 |
Descrizione fisica | 1 online resource (82 p.) |
Disciplina | 519.2/82 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Random walks (Mathematics)
Deviation (Mathematics) Local times (Stochastic processes) Limit theorems (Probability theory) |
ISBN | 1-4704-0535-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""Abstract""; ""Chapter 1. Introduction""; ""Chapter 2. History""; ""Chapter 3. Overview""; ""Chapter 4. Preliminaries""; ""Chapter 5. Moments of the range""; ""Chapter 6. Moderate deviations for R[sub(n)] � ER[sub(n)]""; ""Chapter 7. Moderate deviations for ER[sub(n)] � R[sub(n)]""; ""Chapter 8. Exponential asymptotics for the smoothed range""; ""Chapter 9. Exponential approximation""; ""Chapter 10. Laws of the iterated logarithm""; ""Bibliography"" |
Record Nr. | UNINA-9910817265503321 |
Bass Richard F. | ||
Providence, Rhode Island : , : American Mathematical Society, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Renormalized self-intersection local times and Wick power chaos processes / / Michael B. Marcus, Jay Rosen |
Autore | Marcus Michael B. |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [1999] |
Descrizione fisica | 1 online resource (138 p.) |
Disciplina |
510 s
519.2/3 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Gaussian processes
Local times (Stochastic processes) |
Soggetto genere / forma | Electronic books. |
ISBN | 1-4704-0266-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Contents""; ""Chapter 1. Introduction""; ""1. Statement of results""; ""2. Processes in Class A and stable mixtures""; ""3. Outline of remaining chapters""; ""Chapter 2. Wick products""; ""Chapter 3. Wick power chaos processes""; ""1. Definition""; ""2. Perturbations of Wick power chaoses""; ""Chapter 4. Isomorphism theorems""; ""1. Dynkin isomorphism theorem""; ""2. Isomorphisms for renormalized self-intersection local times""; ""Chapter 5. Equivalence of two versions of renormalized self-intersection local times""; ""1. The case n = 2""; ""2. The general case""; ""Chapter 6. Continuity""
""Chapter 7. Stable mixtures""""Chapter 8. Examples""; ""Chapter 9. A large deviation result""; ""Appendix A. Necessary conditions""; ""Appendix B. The case n = 3""; ""1. The isomorphism theorem for n = 3""; ""2. L[sub(3)](Î?) = 6[sub(γ3)](Î?)""; ""Bibliography"" |
Record Nr. | UNINA-9910480597703321 |
Marcus Michael B. | ||
Providence, Rhode Island : , : American Mathematical Society, , [1999] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Renormalized self-intersection local times and Wick power chaos processes / / Michael B. Marcus, Jay Rosen |
Autore | Marcus Michael B. |
Pubbl/distr/stampa | Providence, Rhode Island : , : American Mathematical Society, , [1999] |
Descrizione fisica | 1 online resource (138 p.) |
Disciplina |
510 s
519.2/3 |
Collana | Memoirs of the American Mathematical Society |
Soggetto topico |
Gaussian processes
Local times (Stochastic processes) |
ISBN | 1-4704-0266-1 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Contents""; ""Chapter 1. Introduction""; ""1. Statement of results""; ""2. Processes in Class A and stable mixtures""; ""3. Outline of remaining chapters""; ""Chapter 2. Wick products""; ""Chapter 3. Wick power chaos processes""; ""1. Definition""; ""2. Perturbations of Wick power chaoses""; ""Chapter 4. Isomorphism theorems""; ""1. Dynkin isomorphism theorem""; ""2. Isomorphisms for renormalized self-intersection local times""; ""Chapter 5. Equivalence of two versions of renormalized self-intersection local times""; ""1. The case n = 2""; ""2. The general case""; ""Chapter 6. Continuity""
""Chapter 7. Stable mixtures""""Chapter 8. Examples""; ""Chapter 9. A large deviation result""; ""Appendix A. Necessary conditions""; ""Appendix B. The case n = 3""; ""1. The isomorphism theorem for n = 3""; ""2. L[sub(3)](Î?) = 6[sub(γ3)](Î?)""; ""Bibliography"" |
Record Nr. | UNINA-9910788738803321 |
Marcus Michael B. | ||
Providence, Rhode Island : , : American Mathematical Society, , [1999] | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|