Stochastic order for alpha-permanental point processes

Nathalie Eisenbaum

Stochastic Processes and their Applications, 2012, vol. 122, issue 3, 952-967

Abstract: We establish relations of stochastic comparison among point processes elements of the set of alpha-permanental point processes. This set contains in particular, the determinantal point processes, the Poisson point processes and the permanental point processes. We show that these three classes of point processes can be ordered according to the increasing stochastic order. Elementary particles provide illustrations of some of the obtained relations of stochastic comparison.

Keywords: Permanental process; Determinantal process; Poisson point process; Stochastic domination; Gaussian process; Elementary particles (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:122:y:2012:i:3:p:952-967

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DOI: 10.1016/j.spa.2011.11.006

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