Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155988 | Stochastic Processes and their Applications | 2009 | 15 Pages |
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
Nathalie Eisenbaum, Haya Kaspi,