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Permanental sequences related to a Markov chain example of Kolmogorov

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  • 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
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    References listed on IDEAS

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    1. Eisenbaum, Nathalie & Kaspi, Haya, 2009. "On permanental processes," Stochastic Processes and their Applications, Elsevier, vol. 119(5), pages 1401-1415, May.
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