Markovian loop soups: permanental processes and isomorphism theorems

DOI10.1214/EJP.V19-3255zbMATH Open1312.60091arXiv1211.5163OpenAlexW2108813467MaRDI QIDQ743485FDOQ743485

Authors: Patrick J. Fitzsimmons, Jay Rosen 

Publication date: 24 September 2014

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

Abstract: We construct loop soups for general Markov processes without transition densities and show that the associated permanental process is equal in distribution to the loop soup local time. This is used to establish isomorphism theorems connecting the local time of the original process with the associated permanental process. Further properties of the loop measure are studied.

Full work available at URL: https://arxiv.org/abs/1211.5163

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zbMATH Keywords

Markov processeslocal timesloop soupspermanental processes

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Local time and additive functionals (60J55) Right processes (60J40)

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