Permanental sequences related to a Markov chain example of Kolmogorov

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

Authors Michael B. Marcus, Jay Rosen

Publication date 18 February 2021

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

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

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)

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 $0$.

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Cites work

• scientific article; zbMATH DE number 3789619 (Why is no real title available?)
• scientific article; zbMATH DE number 739283 (Why is no real title available?)
• Existence conditions of permanental and multivariate negative binomial distributions
• Inverse \(M\)-matrices and ultrametric matrices
• Markov Processes, Gaussian Processes, and Local Times
• On permanental processes
• Permanental Random Variables, M-Matrices and α-Permanents
• Permanental processes with kernels that are not equivalent to a symmetric matrix
• Remarks on a Markov chain example of Kolmogorov
• Sample path properties of permanental processes

Cited in

(1)

• Asymptotic properties of permanental sequences. Related to birth and death processes and autoregressive Gaussian sequences

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