Asymptotic properties of permanental sequence : related to birth and death processes and autoregressive Gaussian sequences / / Michael B. Marcus, Jay Rosen
| 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] | ||
| Lo trovi qui: Univ. di Salerno | ||
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Asymptotic properties of permanental sequence : related to birth and death processes and autoregressive Gaussian sequences / / Michael B. Marcus, Jay Rosen
| 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] | ||
| Lo trovi qui: Univ. Federico II | ||
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Intersection local times, loop soups, and permanental wick powers / / Yves Le Jan, Michael B. Marcus, Jay Rosen
| 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->
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| Providence, Rhode Island : , : American Mathematical Society, , 2017 | ||
| Lo trovi qui: Univ. Federico II | ||
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Intersection local times, loop soups, and permanental wick powers / / Yves Le Jan, Michael B. Marcus, Jay Rosen
| 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 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Intersection local times, loop soups, and permanental wick powers / / Yves Le Jan, Michael B. Marcus, Jay Rosen
| 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->
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||
| Providence, Rhode Island : , : American Mathematical Society, , 2017 | ||
| Lo trovi qui: Univ. Federico II | ||
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Moderate deviations for the range of planar random walks / / Richard F. Bass, Xia Chen, Jay Rosen
| 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.
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| Providence, Rhode Island : , : American Mathematical Society, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
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Moderate deviations for the range of planar random walks / / Richard F. Bass, Xia Chen, Jay Rosen
| 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.
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||
| Providence, Rhode Island : , : American Mathematical Society, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Moderate deviations for the range of planar random walks / / Richard F. Bass, Xia Chen, Jay Rosen
| 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.
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| Providence, Rhode Island : , : American Mathematical Society, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
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Renormalized self-intersection local times and Wick power chaos processes / / Michael B. Marcus, Jay Rosen
| 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.
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| Providence, Rhode Island : , : American Mathematical Society, , [1999] | ||
| Lo trovi qui: Univ. Federico II | ||
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Renormalized self-intersection local times and Wick power chaos processes / / Michael B. Marcus, Jay Rosen
| 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.
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| Providence, Rhode Island : , : American Mathematical Society, , [1999] | ||
| Lo trovi qui: Univ. Federico II | ||
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