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Markovian loop soups: permanental processes and isomorphism theorems


 
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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 PDF
 
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
 
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