On permanental processes
From MaRDI portal
Abstract: Permanental processes can be viewed as a generalisation of squared centered Gaussian processes. We develop in this paper two main subjects. The first one analyses the connections of these processes with the local times of general Markov processes. The second deals with Bosonian point processes and the Bose-Einstein condensation. The obtained results in both directions are related and based on the notion of infinite divisibility.
Recommendations
Cites work
- A characterization of the infinitely divisible squared Gaussian processes
- A class of infinitely divisible multivariate negative binomial distributions
- A connection between Gaussian processes and Markov processes
- A Cox process involved in the Bose-Einstein condensation
- A generalization of permanents and determinants
- A Ray-Knight theorem for symmetric Markov processes.
- Characterization of infinitely divisible multivariate gamma distributions
- Determinantal processes and independence
- Gaussian and non-Gaussian random fields associated with Markov processes
- scientific article; zbMATH DE number 4096485 (Why is no real title available?)
- scientific article; zbMATH DE number 3760340 (Why is no real title available?)
- scientific article; zbMATH DE number 1040597 (Why is no real title available?)
- Markov Processes, Gaussian Processes, and Local Times
- On the continuity of local times of Borel right Markov processes
- On the infinite divisibility of squared Gaussian processes
- Random point fields associated with certain Fredholm determinants. I: Fermion, Poisson and Boson point processes.
- REMARKS ON THE POSITIVITY OF α-DETERMINANTS
- Sample path properties of the local times of strongly symmetric Markov processes via Gaussian processes
Cited in
(33)- Representations and isomorphism identities for infinitely divisible processes
- Sample path properties of permanental processes
- A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes
- Some percolations involving the Gaussian free fields
- Local times for spectrally negative Lévy processes
- Permanental sequences related to a Markov chain example of Kolmogorov
- Decompositions of infinitely divisible nonnegative processes
- On the favorite points of symmetric Lévy processes
- Conditions for permanental processes to be unbounded
- Characterization of positively correlated squared Gaussian processes
- Isomorphism theorems, extended Markov processes and random interlacements
- Permanental processes
- Isomorphism theorems: Markov processes, Gaussian processes and beyond
- Permanental vectors and selfdecomposability
- The permanental process
- PERFECTION IN R-PROCESSES
- Inequalities for permanental processes
- Permanental vectors
- Permanental fields, loop soups and continuous additive functionals
- Hafnian point processes and quasi-free states on the CCR algebra
- Permanental vectors with nonsymmetric kernels
- Necessary and Sufficient Conditions for the Existence of α-Determinantal Processes
- Intersection local times, loop soups and permanental Wick powers
- Asymptotic properties of permanental sequences. Related to birth and death processes and autoregressive Gaussian sequences
- Properties of the gradient squared of the discrete Gaussian free field
- Lévy measures of infinitely divisible positive processes: examples and distributional identities
- Dynkin isomorphism theorems revisited
- Law of the iterated logarithm for k/2-permanental processes and the local times of related Markov processes
- Matrix variate gamma distributions with unrestricted shape parameter
- The isomorphism theorem of Dynkin via loop measures
- Inverting Ray-Knight identity
- Stochastic order for alpha-permanental point processes
- Stein characterizations for linear combinations of gamma random variables
This page was built for publication: On permanental processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1016621)
