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Intersection Local Times, Loop Soups and Permanental Wick Powers (Memoirs of the American Mathematical Society)

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About the Author Yves Le Jan, Universite Paris-Sud, Orsay, France.Michael B. Marcus, City College, CUNY, New York, NY.Jay Rosen, College of Staten Island, CUNY, New York, NY. Product Description Several stochastic processes related to transient Levy 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 $\mathcal{V}$ endowed with a metric $d$. Sufficient conditions are obtained for the continuity of these processes on $(\mathcal{V},d)$. The processes include $n$-fold self-intersection local times of transient Levy processes and permanental chaoses, which are `loop soup $n$-fold self-intersection local times' constructed from the loop soup of the Levy 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.

Product Specifications

Format: Paperback
ASIN: 1470436957
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Probability & Statistics
Domain: Amazon UK
Release Date: 30 May 2017
Listed Since: 17 February 2017

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Intersection Local Times, Loop Soups and Permanental Wick Powers (Memoirs of the American Mathematical Society)

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