Permanental vectors

Hana Kogan and Michael B. Marcus

Stochastic Processes and their Applications, 2012, vol. 122, issue 4, 1226-1247

Abstract: 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.

Keywords: Permanental vectors; Gaussian squares; Infinitely divisible vectors; M-matrices (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1016/j.spa.2012.01.009

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