English

Asymptotic properties of permanental sequences

Probability 2019-08-13 v1

Abstract

Let U={Uj,k,j,kN}U=\{U_{j,k},j,k\in \overline {\mathbb N}\} be the potential of a transient symmetric Borel right process XX with state space N\overline {\mathbb N}. For any excessive function f={fk,kN}f=\{f_{k,k\in \overline {\mathbb N}}\} for XX , U~={U~j,k,j,kN}\widetilde U=\{\widetilde U_{j,k},j,k\in\overline {\mathbb N}\}, where \begin{equation} \widetilde U_{j,k}= U_{j,k} +f_{ k},\qquad j,k\in\overline {\mathbb N},\label{a.1} \end{equation} is the kernel of an α\alpha-permanental sequence X~α=(X~α,1,)\widetilde X_{\alpha}=(\widetilde X_{\alpha, 1} ,\ldots) for all α>0\alpha>0. The symmetric potential UU is also the covariance of a mean zero Gaussian sequence η={ηj,jN}\eta=\{\eta_{j},j\in \overline {\mathbb N}\}. Conditions are given on the potentials UU and excessive functions ff under which, \begin{equation} \limsup_{j\to \infty}\frac{ \eta_{j}}{( 2\,\phi_{j})^{1/2} }=1 \quad a.s. \quad \implies \quad \limsup_{n\to \infty}\frac{\widetilde X_{\alpha, j}}{\phi_{j} }=1\quad a.s.,\label{a.2} \end{equation} for all α>0\alpha>0, and sequences ϕ={ϕj}\phi=\{\phi_{j}\} such that fj=o(ϕj)f_{j}=o(\phi_{j}). The function ϕ\phi is determined by UU. Many examples are given in which UU is the potential of symmetric birth and death processes with and without emigration, first and higher order Gaussian autoregressive sequences and L\'evy processes on Z\mathbf Z.

Keywords

Cite

@article{arxiv.1908.04155,
  title  = {Asymptotic properties of permanental sequences},
  author = {Michael B. Marcus and Jay Rosen},
  journal= {arXiv preprint arXiv:1908.04155},
  year   = {2019}
}