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On permanental processes

Author

Listed:
  • Eisenbaum, Nathalie
  • Kaspi, Haya

Abstract

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.

Suggested Citation

  • Eisenbaum, Nathalie & Kaspi, Haya, 2009. "On permanental processes," Stochastic Processes and their Applications, Elsevier, vol. 119(5), pages 1401-1415, May.
    • Handle: RePEc:eee:spapps:v:119:y:2009:i:5:p:1401-1415
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    References listed on IDEAS

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    1. Griffiths, R. C., 1984. "Characterization of infinitely divisible multivariate gamma distributions," Journal of Multivariate Analysis, Elsevier, vol. 15(1), pages 13-20, August.
    2. Griffiths, R. C. & Milne, R. K., 1987. "A class of infinitely divisible multivariate negative binomial distributions," Journal of Multivariate Analysis, Elsevier, vol. 22(1), pages 13-23, June.
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    Cited by:

    1. Marcus, Michael B. & Rosen, Jay, 2020. "Permanental sequences related to a Markov chain example of Kolmogorov," Stochastic Processes and their Applications, Elsevier, vol. 130(12), pages 7098-7130.
    2. Kogan, Hana & Marcus, Michael B., 2012. "Permanental vectors," Stochastic Processes and their Applications, Elsevier, vol. 122(4), pages 1226-1247.
    3. Kozubowski, Tomasz J. & Mazur, Stepan & Podgórski, Krzysztof, 2022. "Matrix Gamma Distributions and Related Stochastic Processes," Working Papers 2022:12, Örebro University, School of Business.
    4. Bo Li & Yimin Xiao & Xiaochuan Yang, 2019. "On the Favorite Points of Symmetric Lévy Processes," Journal of Theoretical Probability, Springer, vol. 32(4), pages 1943-1972, December.
    5. Eisenbaum, Nathalie, 2012. "Stochastic order for alpha-permanental point processes," Stochastic Processes and their Applications, Elsevier, vol. 122(3), pages 952-967.

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