Permanental vectors

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:122

Article

Kogan, Hana³  Marcus, Michael B.^1,2 

[1] CUNY City Coll, New York, NY 10023 USA

[2] CUNY, Grad Ctr, New York, NY 10023 USA

[3] CUNY City Coll, New York, NY 10031 USA

关键词: Permanental vectors;    Gaussian squares;    Infinitely divisible vectors;    M-matrices;   

DOI  :  10.1016/j.spa.2012.01.009

来源: Elsevier

【 摘 要 】

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. It was not at all clear what vectors are permanental vectors. In this paper, we characterize all permanental vectors in R-+(3) and give applications to permanental vectors in R-+(n) and to the study of permanental processes. (c) 2012 Elsevier B.V. All rights reserved.

【 授权许可】

Free