000			03614nam a22004813i 4500
001			EBC4908293
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005			20240729131329.0
006			m o d |
007			cr cnu||||||||
008			240724s2017 xx o ||||0 eng d
020			_a9781470437039 _q(electronic bk.)
020			_z9781470436957
035			_a(MiAaPQ)EBC4908293
035			_a(Au-PeEL)EBL4908293
035			_a(CaPaEBR)ebr11409838
035			_a(OCoLC)982296761
040			_aMiAaPQ _beng _erda _epn _cMiAaPQ _dMiAaPQ
050		4	_aQA274.4.L453 2017
082	0		_a519.23
100	1		_aJan, Yves Le.
245	1	0	_aIntersection Local Times, Loop Soups and Permanental Wick Powers.
250			_a1st ed.
264		1	_aProvidence : _bAmerican Mathematical Society, _c2017.
264		4	_c©2017.
300			_a1 online resource (92 pages)
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	1		_aMemoirs of the American Mathematical Society ; _vv.247
505	0		_aCover -- Title page -- Chapter 1. Introduction -- Chapter 2. Loop measures and renormalized intersection local times -- 2.1. Renormalized intersection local times -- 2.2. Bounds for the error terms -- 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 -- 9.1. Exponential Poisson chaos -- 9.2. Extensions to martingales -- Chapter 10. Convolutions of regularly varying functions -- References -- Back Cover.
520			_aSeveral 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 \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 Lévy processes and permanental chaoses, which are `loop soup n-fold self-intersection local times' constructed from the loop soup of the Lévy 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.
588			_aDescription based on publisher supplied metadata and other sources.
590			_aElectronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
650		0	_aGaussian processes.
655		4	_aElectronic books.
700	1		_aMarcus, Michael B.
700	1		_aRosen, Jay.
776	0	8	_iPrint version: _aJan, Yves Le _tIntersection Local Times, Loop Soups and Permanental Wick Powers _dProvidence : American Mathematical Society,c2017 _z9781470436957
797	2		_aProQuest (Firm)
830		0	_aMemoirs of the American Mathematical Society
856	4	0	_uhttps://ebookcentral.proquest.com/lib/orpp/detail.action?docID=4908293 _zClick to View
999			_c128035 _d128035