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Permanental vectors

Author

Listed:
  • Kogan, Hana
  • Marcus, Michael B.

Abstract

A permanental vector is a generalization of a vector with components that are squares of the components of a Gaussian vector, in the sense that the matrix that appears in the Laplace transform of the vector of Gaussian squares is not required to be either symmetric or positive definite. In addition, the power of the determinant in the Laplace transform of the vector of Gaussian squares, which is −1/2, is allowed to be any number less than zero.

Suggested Citation

  • Kogan, Hana & Marcus, Michael B., 2012. "Permanental vectors," Stochastic Processes and their Applications, Elsevier, vol. 122(4), pages 1226-1247.
    • Handle: RePEc:eee:spapps:v:122:y:2012:i:4:p:1226-1247
    DOI: 10.1016/j.spa.2012.01.009
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    References listed on IDEAS

    as
    1. Eisenbaum, Nathalie & Kaspi, Haya, 2009. "On permanental processes," Stochastic Processes and their Applications, Elsevier, vol. 119(5), pages 1401-1415, May.
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