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On permanental processes |
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| Authors: | Nathalie Eisenbaum Haya Kaspi |
| Institution: | 1. Laboratoire de Probabilités, Université Paris VI - CNRS, 4 place Jussieu, 75252 Paris Cedex 05, France;2. Industrial Engineering and Management, Technion, Technion City, Haifa 32000, Israel |
| 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: | 60J25 60J55 60G15 60G55 |
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