Asymptotic Properties of Permanental Sequences: Related to Birth and Death Processes and Autoregressive Gaussian Sequences

by Jay Rosen and Michael B Marcus

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...

• Format: Paperback
• Language: English
• ISBN: 3030694844
• ISBN13: 9783030694845
• Release Date: March 2021
• Publisher: Springer
• Length: 114 Pages
• Weight: 0.42 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"