Markovian loop soups: permanental processes and isomorphism theorems

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

Authors Patrick J. Fitzsimmons, Jay Rosen

Publication date 24 September 2014

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

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

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)

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.

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Cited in

(17)

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• Intersection local times, loop soups and permanental Wick powers
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• On the spatial Markov property of soups of unoriented and oriented loops
• Interplay of analysis and probability in applied mathematics. Abstracts from the workshop held February 11--17, 2018
• Applying Dynkin's isomorphism: an alternative approach to understand the Markov property of the de Wijs process
• Decompositions of infinitely divisible nonnegative processes
• Isomorphism theorems: Markov processes, Gaussian processes and beyond
• Cluster capacity functionals and isomorphism theorems for Gaussian free fields
• Loop measures without transition probabilities
• Sample path properties of permanental processes
• Permanental fields, loop soups and continuous additive functionals
• From loop clusters and random interlacements to the free field
• Dynkin isomorphism theorems revisited
• The first passage sets of the 2D Gaussian free field: convergence and isomorphisms

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