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2013 Inequalities for permanental processes
Nathalie Eisenbaum
Author Affiliations +
Electron. J. Probab. 18: 1-15 (2013). DOI: 10.1214/EJP.v18-2919

Abstract

Permanental processes are a natural extension of the definition of squared Gaussian processes. Each one-dimensional marginal of a permanental process is a squared Gaussian variable, but there is not always a Gaussian structure for the entire process. The interest to better know them is highly motivated by the connection established by Eisenbaum and Kaspi, between the infinitely divisible permanental processes and the local times of Markov processes. Unfortunately the lack of Gaussian structure for general permanental processes makes their behavior hard to handle. We present here an analogue for infinitely divisible permanental vectors, of some well-known inequalities for Gaussian vectors.

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Nathalie Eisenbaum. "Inequalities for permanental processes." Electron. J. Probab. 18 1 - 15, 2013. https://doi.org/10.1214/EJP.v18-2919

Information

Accepted: 18 November 2013; Published: 2013
First available in Project Euclid: 4 June 2016

zbMATH: 1290.60044
MathSciNet: MR3141800
Digital Object Identifier: 10.1214/EJP.v18-2919

Subjects:
Primary: 60G15
Secondary: 60E07, 60E15

JOURNAL ARTICLE
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Vol.18 • 2013
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