On permanental processes

被引：32

作者：

Eisenbaum, Nathalie ^{[1
]}

Kaspi, Haya ^{[2
]}

机构：

[1] Univ Paris 06, CNRS, Probabil Lab, F-75252 Paris 05, France

[2] Technion Israel Inst Technol, IL-32000 Haifa, Israel

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2009年 / 119卷 / 05期

关键词：

Gaussian process; Local times; Infinite divisibility; Permanental process; INFINITE-DIVISIBILITY; LOCAL-TIMES;

D O I：

10.1016/j.spa.2008.07.003

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：

Permanental processes can be viewed as a generalization of squared centered Gaussian processes. We analyze the connections of these processes with the local time process of general Markov processes. The obtained results are related to the notion of infinite divisibility. (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：1401 / 1415

页数：15

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