English

Permanental fields, loop soups and continuous additive functionals

Probability 2015-01-09 v2

Abstract

A permanental field, ψ={ψ(ν),νV}\psi=\{\psi(\nu),\nu\in {\mathcal{V}}\}, is a particular stochastic process indexed by a space of measures on a set SS. It is determined by a kernel u(x,y)u(x,y), x,ySx,y\in 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)u(x,y) is a potential density of a transient Markov process XX in SS. A permanental field ψ\psi can be realized as the limit of a renormalized sum of continuous additive functionals determined by a loop soup of XX, which we carefully construct. A Dynkin-type isomorphism theorem is obtained that relates ψ\psi to continuous additive functionals of XX (continuous in tt), L={Ltν,(ν,t)V×R+}L=\{L_t^{\nu},(\nu ,t)\in {\mathcal{V}}\times R_+\}. Sufficient conditions are obtained for the continuity of LL on V×R+{\mathcal{V}}\times R_+. The metric on V{\mathcal{V}} is given by a proper norm.

Keywords

Cite

@article{arxiv.1209.1804,
  title  = {Permanental fields, loop soups and continuous additive functionals},
  author = {Yves Le Jan and Michael B. Marcus and Jay Rosen},
  journal= {arXiv preprint arXiv:1209.1804},
  year   = {2015}
}

Comments

Published in at http://dx.doi.org/10.1214/13-AOP893 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

R2 v1 2026-06-21T22:02:06.101Z