東華大學圖書館 |

語系: 繁體中文

說明(常見問題)

回圖書館首頁

手機版館藏查詢

登入

回首頁 到查詢結果 [ subject:"Gaussian distribution." ]

切換: 標籤 | MARC模式 | ISBD

Asymptotic properties of permanental...

Marcus, Michael B.

FindBook

Google Book

Amazon

博客來

Asymptotic properties of permanental sequences = related 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 sequences/ by 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.
內容註:	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.
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

Asymptotic properties of permanental sequences = related to birth and death processes and autoregressive Gaussian sequences /
Marcus, Michael B.

Asymptotic properties of permanental sequencesrelated 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

Standard No.: 10.1007/978-3-030-69485-2doiSubjects--Topical Terms:

3493253
Birth and death processes (Stochastic processes)

LC Class. No.: QA274.76

Dewey Class. No.: 519.23

Asymptotic properties of permanental sequences = related to birth and death processes and autoregressive Gaussian sequences /
LDR:02742nmm a2200349 a 4500 001 2239320
003 DE-He213
005 20210715140643.0
006 m d
007 cr nn 008maaau
008 211111s2021 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 752530
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 3493253
650 0 $a Gaussian distribution. $3 686264
650 1 4 $a Probability Theory and Stochastic Processes. $3 891080
700 1 $a Rosen, Jay. $3 1899551
710 2 $a SpringerLink (Online service) $3 836513
773 0 $t Springer Nature eBook
830 0 $a SpringerBriefs in probability and mathematical statistics. $3 2165671
856 4 0 $u https://doi.org/10.1007/978-3-030-69485-2
950 $a Mathematics and Statistics (SpringerNature-11649)