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Inequalities for permanental processes


 
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1. Title Title of document Inequalities for permanental processes
 
2. Creator Author's name, affiliation, country Nathalie Eisenbaum; CNRS, Université Paris 6
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Permanental process, Gaussian process, infinite divisibility, Slepian lemma, concentration inequality.
 
3. Subject Subject classification 60G15; 60E07; 60E15
 
4. Description Abstract Permanental processes are a natural extension of the definition  of squared Gaussian processes. Each one-dimensional marginal of a permanental process is a squared Gaussian variable, but there is not always a Gaussian structure for the entire process. The interest to better know them is highly motivated by the connection established by Eisenbaum and Kaspi, between the infinitely divisible permanental processes and  the local times of Markov processes. Unfortunately the lack of Gaussian structure for general permanental processes makes their behavior hard to handle. We present here an analogue for infinitely divisible permanental vectors, of some well-known inequalities for Gaussian vectors.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2013-11-18
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/2919
 
10. Identifier Digital Object Identifier 10.1214/EJP.v18-2919
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 18
 
12. Language English=en en
 
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