Markovian loop soups: permanental processes and isomorphism theorems
Dublin Core | PKP Metadata Items | Metadata for this Document | |
1. | Title | Title of document | Markovian loop soups: permanental processes and isomorphism theorems |
2. | Creator | Author's name, affiliation, country | Patrick J. Fitzsimmons; UCSD; United States |
2. | Creator | Author's name, affiliation, country | Jay S. Rosen; CUNY; United States |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Markov processes; loop soups; permanental processes; local times |
3. | Subject | Subject classification | Primary 60J40; 60J55; 60G55 |
4. | Description | Abstract | We construct loop soups for general Markov processes without transition densities and show that the associated permanental process is equal in distribution to the loop soup local time. This is used to establish isomorphism theorems connecting the local time of the original process with the associated permanental process. Further properties of the loop measure are studied. |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | NSF, PSCCUNY |
7. | Date | (YYYY-MM-DD) | 2014-07-05 |
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/3255 |
10. | Identifier | Digital Object Identifier | 10.1214/EJP.v19-3255 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Journal of Probability; Vol 19 |
12. | Language | English=en | en |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
15. | Rights | Copyright and permissions | The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available. Summary of the Creative Commons Attribution License You are free
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