Permanental sequences related to a Markov chain example of Kolmogorov

Michael B. Marcus and Jay Rosen

Stochastic Processes and their Applications, 2020, vol. 130, issue 12, 7098-7130

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.

Keywords: Permanental sequences with non-symmetric kernels; Moduli of continuity at 0; Potential of a Markov chain with an instantaneous state (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1016/j.spa.2020.07.008

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