Permanental fields, loop soups and continuous additive functionals
Abstract
A permanental field, , is a particular stochastic process indexed by a space of measures on a set . It is determined by a kernel , , that need not be symmetric and is allowed to be infinite on the diagonal. We show that these fields exist when is a potential density of a transient Markov process in . A permanental field can be realized as the limit of a renormalized sum of continuous additive functionals determined by a loop soup of , which we carefully construct. A Dynkin-type isomorphism theorem is obtained that relates to continuous additive functionals of (continuous in ), . Sufficient conditions are obtained for the continuity of on . The metric on is given by a proper norm.
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)