Asymptotic properties of permanental sequences
Abstract
Let be the potential of a transient symmetric Borel right process with state space . For any excessive function for , , 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 -permanental sequence for all . The symmetric potential is also the covariance of a mean zero Gaussian sequence . Conditions are given on the potentials and excessive functions 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 , and sequences such that . The function is determined by . Many examples are given in which 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 .
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}
}