Item Successfully Added to Cart
An error was encountered while trying to add the item to the cart. Please try again.
OK
Please make all selections above before adding to cart
OK
Share this page via the icons above, or by copying the link below:
Copy To Clipboard
Successfully Copied!
Intersection Local Times, Loop Soups and Permanental Wick Powers
 
Yves Le Jan Université Paris-Sud, Orsay, France
Michael B. Marcus City College, CUNY, New York, NY
Jay Rosen College of Staten Island, CUNY, New York, NY
Intersection Local Times, Loop Soups and Permanental Wick Powers
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
Intersection Local Times, Loop Soups and Permanental Wick Powers
Click above image for expanded view
Intersection Local Times, Loop Soups and Permanental Wick Powers
Yves Le Jan Université Paris-Sud, Orsay, France
Michael B. Marcus City College, CUNY, New York, NY
Jay Rosen College of Staten Island, CUNY, New York, NY
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
  • Book Details
     
     
    Memoirs of the American Mathematical Society
    Volume: 2472017; 78 pp
    MSC: 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.

  • Table of Contents
     
     
    • 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
    • 9. Poisson chaos decomposition, II
    • 10. Convolutions of regularly varying functions
  • Additional Material
     
     
  • Requests
     
     
    Review Copy – for publishers of book reviews
    Permission – for use of book, eBook, or Journal content
    Accessibility – to request an alternate format of an AMS title
Volume: 2472017; 78 pp
MSC: 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.

  • 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
  • 9. Poisson chaos decomposition, II
  • 10. Convolutions of regularly varying functions
Review Copy – for publishers of book reviews
Permission – for use of book, eBook, or Journal content
Accessibility – to request an alternate format of an AMS title
Please select which format for which you are requesting permissions.