Inequalities for permanental processes
Dublin Core | PKP Metadata Items | Metadata for this Document | |
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 | |
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 |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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