Permanental Processes
Probability
2010-08-23 v1
Abstract
This is a survey of results about permanental processes, real valued positive processes which are a generalization of squares of Gaussian processes. In a certain sense the symmetric positive definite function that determines a Gaussian process is replaced by a function that is not necessarily symmetric nor positive definite, but that nevertheless determines a stochastic process. This is a new avenue of research with very many open problems.
Cite
@article{arxiv.1008.3522,
title = {Permanental Processes},
author = {Hana Kogan and Michael B. Marcus and Jay Rosen},
journal= {arXiv preprint arXiv:1008.3522},
year = {2010}
}
Comments
31 pages