Abstract
A permanental field, ψ = {ψ(ν),ν ε V}, is a particular stochastic process indexed by a space of measures on a set S. It is determined by a kernel u(x, y), x,y ε S, that need not be symmetric and is allowed to be infinite on the diagonal. We show that these fields exist when u(x, y) is a potential density of a transient Markov process X in S. A permanental field ψ can be realized as the limit of a renormalized sum of continuous additive functionals determined by a loop soup of X, which we carefully construct. A Dynkin-type isomorphism theorem is obtained that relates ψ to continuous additive functionals of X (continuous in t ), L = {Lνt, (ν, t) ε V × R+}. Sufficient conditions are obtained for the continuity of L on V × R+. The metric on V is given by a proper norm.
Original language | English (US) |
---|---|
Pages (from-to) | 44-84 |
Number of pages | 41 |
Journal | Annals of Probability |
Volume | 43 |
Issue number | 1 |
DOIs | |
State | Published - 2015 |
Keywords
- Continuous additive functionals
- Loop soups
- Markov processes
- Permanental fields
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty