Article ID Journal Published Year Pages File Type
1155988 Stochastic Processes and their Applications 2009 15 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
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