On permanental processes

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:119

Article

Eisenbaum, Nathalie¹  Kaspi, Haya² 

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

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

关键词: Gaussian process;    Local times;    Infinite divisibility;    Permanental process;   

DOI  :  10.1016/j.spa.2008.07.003

来源: Elsevier

【 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.

【 授权许可】

Free