Permanental sequences related to a Markov chain example of Kolmogorov

DOI10.1016/J.SPA.2020.07.008zbMATH Open1454.60028arXiv1912.00285OpenAlexW3042977907MaRDI QIDQ2229680FDOQ2229680

Authors: Michael B. Marcus, Jay Rosen 

Publication date: 18 February 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: Permanental sequences with non-symmetric kernels that are generalization of the potentials of a Markov chain with state space $0,1/2,ldots,1/n,ldots$ that was introduced by Kolmogorov, are studied. Depending on a parameter in the kernels we obtain an exact rate of divergence of the sequence at $0$, an exact local modulus of continuity of the sequence at $0$, or a precise bounded discontinuity for the sequence at $0$.

Full work available at URL: https://arxiv.org/abs/1912.00285

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zbMATH Keywords

moduli of continuity at 0permanental sequences with non-symmetric kernelspotential of a Markov chain with an instantaneous state

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sample path properties (60G17) Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

• Inverse \(M\)-matrices and ultrametric matrices
• Title not available (Why is that?)
• Markov Processes, Gaussian Processes, and Local Times
• Remarks on a Markov chain example of Kolmogorov
• On permanental processes
• Existence conditions of permanental and multivariate negative binomial distributions
• Title not available (Why is that?)
• Sample path properties of permanental processes
• Permanental processes with kernels that are not equivalent to a symmetric matrix
• Permanental Random Variables, M-Matrices and α-Permanents

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