Stochastic order for alpha-permanental point processes

被引：2
作者：
Eisenbaum, Nathalie [1 ,2 ]
机构：
[1] Univ Paris 06, Lab Probabilites & Modeles Aleatoires, CNRS, UMR 7599, F-75252 Paris 05, France
[2] Univ Paris 07, Lab Probabilites & Modeles Aleatoires, CNRS, UMR 7599, F-75252 Paris 05, France
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2012年 / 122卷 / 03期
关键词：
Permanental process; Determinantal process; Poisson point process; Stochastic domination; Gaussian process; Elementary particles;
D O I：
10.1016/j.spa.2011.11.006
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We establish relations of stochastic comparison among point processes elements of the set of alpha-permanental point processes. This set contains in particular, the determinantal point processes, the Poisson point processes and the permanental point processes. We show that these three classes of point processes can be ordered according to the increasing stochastic order. Elementary particles provide illustrations of some of the obtained relations of stochastic comparison. (C) 2011 Elsevier B.V. All rights reserved.
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页码：952 / 967
页数：16
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