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Intersection local times, loop soups, and permanental wick powers /
Several stochastic processes related to transient Lévy processes with potential densities u(x, y) = u(y − x), that need not be symmetric nor bounded on the diagonal, are defined and studied. They are real valued processes on a space of measures V endowed with a metric d. Sufficient conditions are o...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Providence, Rhode Island :
American Mathematical Society,
[2017]
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| Colección: | Memoirs of the American Mathematical Society ;
no. 1171. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 001 | EBOOKCENTRAL_ocn982296761 | ||
| 003 | OCoLC | ||
| 005 | 20240329122006.0 | ||
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| 008 | 170413t20172017riu ob 000 0 eng d | ||
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| 020 | |a 9781470437039 |q (electronic bk.) | ||
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| 020 | |z 9781470436957 |q (alk. paper) | ||
| 020 | |z 1470436957 |q (alk. paper) | ||
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| 050 | 4 | |a QA274.4 |b .L4 2017 | |
| 082 | 0 | 4 | |a 519.2/3 |2 23 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Le Jan, Y. |q (Yves), |d 1952- |e author. |1 https://id.oclc.org/worldcat/entity/E39PBJyhjjXQqwgrk36trk8wG3 | |
| 245 | 1 | 0 | |a Intersection local times, loop soups, and permanental wick powers / |c Yves Le Jan, Michael B. Marcus, Jay Rosen. |
| 264 | 1 | |a Providence, Rhode Island : |b American Mathematical Society, |c [2017] | |
| 264 | 4 | |c ©2017 | |
| 300 | |a 1 online resource (v, 78 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Memoirs of the American Mathematical Society, |x 0065-9266 ; |v volume 247, number 1171 | |
| 500 | |a "Volume 247, number 1171 (fourth of 7 numbers), May 2017." | ||
| 504 | |a Includes bibliographical references (pages 77-78). | ||
| 500 | |a Keywords:Loop soups, Markov processes, intersection local times. | ||
| 520 | 3 | |a Several stochastic processes related to transient Lévy processes with potential densities u(x, y) = u(y − x), that need not be symmetric nor bounded on the diagonal, are defined and studied. They are real valued processes on a space of measures V endowed with a metric d. Sufficient conditions are obtained for the continuity of these processes on (V, d). The processes include n-fold self-intersection local times of transient Lévy processes and permanental chaoses, which are 'loop soup n-fold self-intersection local times' constructed from the loop soup of the Lévy process. Loop soups are also used to define permanental Wick powers, which generalizes standard Wick powers, a class of n-th order Gaussian chaoses. Dynkin type isomorphism theorems are obtained that relate the various processes. Poisson chaos processes are defined and permanental Wick powers are shown to have a Poisson chaos decomposition. Additional properties of Poisson chaos processes are studied and a martingale extension is obtained for many of the processes described above. | |
| 505 | 0 | 0 | |g Chapter 1. Introduction |g Chapter 2. |t Loop measures and renormalized intersection local times |g Chapter 3. |t Continuity of intersection local time processes |g Chapter 4. |t Loop soup and permanental chaos |g Chapter 5. |t Isomorphism Theorem I |g Chapter 6. |t Permanental Wick powers |g Chapter 7. |t Poisson chaos decomposition, I |g Chapter 8. |t Loop soup decomposition of permanental Wick powers |g Chapter 9. |t Poisson chaos decomposition, II |g Chapter 10. |t Convolutions of regularly varying functions. |
| 588 | 0 | |a Print version record. | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Gaussian processes. | |
| 650 | 0 | |a Local times (Stochastic processes) | |
| 650 | 0 | |a Loop spaces. | |
| 650 | 6 | |a Processus gaussiens. | |
| 650 | 6 | |a Temps locaux (Processus stochastiques) | |
| 650 | 6 | |a Espaces de lacets. | |
| 650 | 7 | |a Gaussian processes |2 fast | |
| 650 | 7 | |a Local times (Stochastic processes) |2 fast | |
| 650 | 7 | |a Loop spaces |2 fast | |
| 700 | 1 | |a Marcus, Michael B., |e author. | |
| 700 | 1 | |a Rosen, Jay, |d 1948- |e author. |1 https://id.oclc.org/worldcat/entity/E39PCjBHJf9hYWWdRbgQfbTx9P | |
| 710 | 2 | |a American Mathematical Society, |e publisher. | |
| 758 | |i has work: |a Intersection local times, loop soups, and permanental wick powers (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFDP9m93vqPyqpq8gpHdw3 |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Le Jan, Y. (Yves), 1952- |t Intersection local times, loop soups, and permanental wick powers |z 9781470436957 |w (DLC) 2017010090 |w (OCoLC)972394332 |
| 830 | 0 | |a Memoirs of the American Mathematical Society ; |v no. 1171. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=4908293 |z Texto completo |
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| 938 | |a EBL - Ebook Library |b EBLB |n EBL4908293 | ||
| 938 | |a YBP Library Services |b YANK |n 14683166 | ||
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