Sample path properties of permanental processes

DOI10.1214/18-EJP183zbMATH Open1410.60068arXiv1708.09431OpenAlexW2963832216MaRDI QIDQ1663880FDOQ1663880

Authors: Michael B. Marcus, Jay Rosen 

Publication date: 24 August 2018

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: Let $X_{alpha}=X_{alpha}(t),tinT$, $alpha>0$, be an $alpha$-permanental process with kernel $u(s,t)$. We show that $X_{alpha}^{1/2}$ is a subgaussian process with respect to the metric $sigma(s,t)=(u(s,s)+u(t,t)-2(u(s,t)u(t,s){)}^{1/2}{)}^{1/2}$. This allows us to use the vast literature on sample path properties of subgaussian processes to extend these properties to $alpha$-permanental processes. Local and uniform moduli of continuity are obtained as well as the behavior of the processes at infinity. Examples are given of permanental processes with kernels that are the potential density of transient L'evy processes that are not necessarily symmetric, or with kernels of the form $hatu(x,y)=u(x,y)+f(y)$, where $u$ is the potential density of a symmetric transient Borel right process and $f$ is an excessive function for the process.

Full work available at URL: https://arxiv.org/abs/1708.09431

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zbMATH Keywords

permanental processessubgaussian processesmoduli of continuity of permanental processespermanental processes at infinity

Mathematics Subject Classification ID

Gaussian processes (60G15) Sample path properties (60G17) Stochastic analysis (60H99)

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Cited In (9)

• Lévy measures of infinitely divisible positive processes: examples and distributional identities
• Permanental sequences related to a Markov chain example of Kolmogorov
• On permanental processes
• A Sample-Path Condition for the Asymptotic Uniform Distribution of Clearing Processes
• Sample path properties of ergodic self-similar processes
• When does a càdlàg process have continuous sample paths?
• Hafnian point processes and quasi-free states on the CCR algebra
• Sample path properties of Volterra processes
• Sample path properties of the average generation of a Bellman-Harris process

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