eBook ISBN: | 978-1-4704-3703-9 |
Product Code: | MEMO/247/1171.E |
List Price: | $75.00 |
MAA Member Price: | $67.50 |
AMS Member Price: | $45.00 |
eBook ISBN: | 978-1-4704-3703-9 |
Product Code: | MEMO/247/1171.E |
List Price: | $75.00 |
MAA Member Price: | $67.50 |
AMS Member Price: | $45.00 |
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Book DetailsMemoirs of the American Mathematical SocietyVolume: 247; 2017; 78 ppMSC: Primary 60
Several 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.
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Table of Contents
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Chapters
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1. Introduction
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2. Loop measures and renormalized intersection local times
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3. Continuity of intersection local time processes
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4. Loop soup and permanental chaos
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5. Isomorphism Theorem I
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6. Permanental Wick powers
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7. Poisson chaos decomposition, I
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8. Loop soup decomposition of permanental Wick powers
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9. Poisson chaos decomposition, II
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10. Convolutions of regularly varying functions
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Additional Material
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Several 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.
-
Chapters
-
1. Introduction
-
2. Loop measures and renormalized intersection local times
-
3. Continuity of intersection local time processes
-
4. Loop soup and permanental chaos
-
5. Isomorphism Theorem I
-
6. Permanental Wick powers
-
7. Poisson chaos decomposition, I
-
8. Loop soup decomposition of permanental Wick powers
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9. Poisson chaos decomposition, II
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10. Convolutions of regularly varying functions