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 |
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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 |
Tabla de Contenidos:
- Chapter 1. Introduction Chapter 2. Loop measures and renormalized intersection local times Chapter 3. Continuity of intersection local time processes Chapter 4. Loop soup and permanental chaos Chapter 5. Isomorphism Theorem I Chapter 6. Permanental Wick powers Chapter 7. Poisson chaos decomposition, I Chapter 8. Loop soup decomposition of permanental Wick powers Chapter 9. Poisson chaos decomposition, II Chapter 10. Convolutions of regularly varying functions.