IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v130y2020i12p7098-7130.html
   My bibliography  Save this article

Permanental sequences related to a Markov chain example of Kolmogorov

Author

Listed:
  • Marcus, Michael B.
  • Rosen, Jay

Abstract

Permanental sequences with non-symmetric kernels that are generalization of the potentials of a Markov chain with state space {0,1∕2,…,1∕n,…} and a single instantaneous state 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.

Suggested Citation

  • Marcus, Michael B. & Rosen, Jay, 2020. "Permanental sequences related to a Markov chain example of Kolmogorov," Stochastic Processes and their Applications, Elsevier, vol. 130(12), pages 7098-7130.
  • Handle: RePEc:eee:spapps:v:130:y:2020:i:12:p:7098-7130
    DOI: 10.1016/j.spa.2020.07.008
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304414920303197
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.spa.2020.07.008?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Eisenbaum, Nathalie & Kaspi, Haya, 2009. "On permanental processes," Stochastic Processes and their Applications, Elsevier, vol. 119(5), pages 1401-1415, May.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Kogan, Hana & Marcus, Michael B., 2012. "Permanental vectors," Stochastic Processes and their Applications, Elsevier, vol. 122(4), pages 1226-1247.
    2. Eisenbaum, Nathalie, 2012. "Stochastic order for alpha-permanental point processes," Stochastic Processes and their Applications, Elsevier, vol. 122(3), pages 952-967.
    3. Bo Li & Yimin Xiao & Xiaochuan Yang, 2019. "On the Favorite Points of Symmetric Lévy Processes," Journal of Theoretical Probability, Springer, vol. 32(4), pages 1943-1972, December.
    4. Kozubowski, Tomasz J. & Mazur, Stepan & Podgórski, Krzysztof, 2022. "Matrix Gamma Distributions and Related Stochastic Processes," Working Papers 2022:12, Örebro University, School of Business.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:130:y:2020:i:12:p:7098-7130. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.