Permanental fields, loop soups and continuous additive functionals

DOI10.1214/13-AOP893MaRDI QIDQ482832zbMATHOpenAlexFDO

Authors Yves Le Jan, Michael B. Marcus, Jay Rosen

Publication date 6 January 2015

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1209.1804

zbMATH Keywords

Markov processescontinuous additive functionalsloop soupspermanental fields

Mathematics Subject Classification ID

Random fields (60G60) Special processes (60K99) Sample path properties (60G17) Local time and additive functionals (60J55)

Abstract: A permanental field, $psi=psi(u),uinmathcalV$, is a particular stochastic process indexed by a space of measures on a set $S$. It is determined by a kernel $u(x,y)$, $x,yinS$, that need not be symmetric and is allowed to be infinite on the diagonal. We show that these fields exist when $u(x,y)$ is a potential density of a transient Markov process $X$ in $S$. A permanental field $psi$ can be realized as the limit of a renormalized sum of continuous additive functionals determined by a loop soup of $X$, which we carefully construct. A Dynkin-type isomorphism theorem is obtained that relates $psi$ to continuous additive functionals of $X$ (continuous in $t$), $L=L_t^u,(u,t)inmathcalVimes{R}_{+}$. Sufficient conditions are obtained for the continuity of $L$ on $mathcalVimes{R}_{+}$. The metric on $mathcalV$ is given by a proper norm.

Recommendations

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Cited in

(9)

• Convergence of the two-dimensional random walk loop-soup clusters to CLE
• A note on \(\alpha\)-permanent and loop soup
• Intersection local times, loop soups and permanental Wick powers
• Isomorphisms of \(\beta\)-Dyson's Brownian motion with Brownian local time
• Isomorphism theorems: Markov processes, Gaussian processes and beyond
• The random pseudo-metric on a graph defined via the zero-set of the Gaussian free field on its metric graph
• Loop measures without transition probabilities
• Permanental fields, loop soups and continuous additive functionals
• From loop clusters and random interlacements to the free field

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