Title of article :
On permanental processes
Author/Authors :
Eisenbaum، نويسنده , , Nathalie and Kaspi، نويسنده , , Haya، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2009
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 , Permanental process , Infinite divisibility
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications