Permanental processes
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Abstract: This is a survey of results about permanental processes, real valued positive processes which are a generalization of squares of Gaussian processes. In a certain sense the symmetric positive definite function that determines a Gaussian process is replaced by a function that is not necessarily symmetric nor positive definite, but that nevertheless determines a stochastic process. This is a new avenue of research with very many open problems.
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Cited in
(16)- On permanental processes
- Sample path properties of permanental processes
- Permanental processes with kernels that are not equivalent to a symmetric matrix
- A spin Glass model for reconstructing nonlinearly encrypted signals corrupted by noise
- Conditions for permanental processes to be unbounded
- Characterization of positively correlated squared Gaussian processes
- Generalized Gaussian processes and relations with random matrices and positive definite functions on permutation groups
- 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
- On Lévy processes conditioned to avoid zero
- Asymptotic properties of permanental sequences. Related to birth and death processes and autoregressive Gaussian sequences
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