On permanental processes

Nathalie Eisenbaum and Haya Kaspi

Stochastic Processes and their Applications, 2009, vol. 119, issue 5, 1401-1415

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.

Keywords: Gaussian; process; Local; times; Infinite; divisibility; Permanental; process (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (5)

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