Permanental vectors

DOI10.1016/J.SPA.2012.01.009MaRDI QIDQ424468zbMATH OpenOpenAlexFDO

Authors Hana Kogan, Michael B. Marcus

Publication date 1 June 2012

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1107.1144

zbMATH Keywords

M-matricesGaussian squaresinfinitely divisible vectorspermanental vectors

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Markov processes (60J99) Stochastic processes (60G99)

Abstract: A permanental vector is a generalization of a vector with components that are squares of the components of a Gaussian vector, in the sense that the matrix that appears in the Laplace transform of the vector of Gaussian squares is not required to be either symmetric or positive definite. In addition the power of the determinant in the Laplace transform of the vector of Gaussian squares, which is -1/2, is allowed to be any number less than zero. It was not at all clear what vectors are permanental vectors. In this paper we characterize all permanental vectors in $R_{+}^3$ and give applications to permanental vectors in $R_{+}^n$ and to the study of permanental processes.

Recommendations

• Permanental vectors with nonsymmetric kernels
• Conditions for permanental processes to be unbounded
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Cites work

• scientific article; zbMATH DE number 1713116 (Why is no real title available?)
• scientific article; zbMATH DE number 4096485 (Why is no real title available?)
• scientific article; zbMATH DE number 1040597 (Why is no real title available?)
• A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes
• Characterization of infinitely divisible multivariate gamma distributions
• Markov Processes, Gaussian Processes, and Local Times
• On permanental processes
• Permanental processes
• Principal minors and diagonal similarity of matrices

Cited in

(5)

• Decompositions of infinitely divisible nonnegative processes
• Permanental vectors and selfdecomposability
• Sample path properties of permanental processes
• Permanental vectors with nonsymmetric kernels
• Inequalities for permanental processes

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