Title of article :
Permanental vectors
Author/Authors :
Kogan، نويسنده , , Hana and Marcus، نويسنده , , Michael B.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2012
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.
not at all clear what vectors are permanental vectors. In this paper, we characterize all permanental vectors in R + 3 and give applications to permanental vectors in R + n and to the study of permanental processes.
Keywords :
M -matrices , Gaussian squares , Permanental vectors , Infinitely divisible vectors
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications