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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…

Probability · Mathematics 2014-01-13 P. J. Fitzsimmons , Jay Rosen

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…

Probability · Mathematics 2010-08-23 Hana Kogan , Michael B. Marcus , Jay Rosen

Kernels of $\alpha$-permanental processes of the form \[ v(x,y)=u(x,y)+f(y),\qquad x,y\in S, \] in which $u(x,y)$ is symmetric, and $f$ is an excessive function for the Borel right process with potential densities $u(x,y)$, are considered.…

Probability · Mathematics 2018-02-23 Michael B. Marcus , Jay Rosen

Several stochastic processes related to transient L\'evy processes with potential densities $u(x,y)=u(y-x)$, that need not be symmetric nor bounded on the diagonal, are defined and studied. They are real valued processes on a space of…

Probability · Mathematics 2013-11-11 Yves Le Jan , Michael B. Marcus , Jay Rosen

Let $\psi_1,...,\psi_k$ be maps from Z to an additive abelian group with positive periods $n_1,...,n_k$ respectively. We show that the function $\psi=\psi_1+...+\psi_k$ is constant if $\psi(x)$ equals a constant for |S| consecutive integers…

Number Theory · Mathematics 2007-05-23 Zhi-Wei Sun

We provide a sufficient condition for the continuity of real valued permanental processes. When applied to the subclass of permanental processes which consists of squares of Gaussian processes, we obtain the sufficient condition for…

Probability · Mathematics 2013-03-18 Michael B. Marcus , Jay Rosen

Permanental processes can be viewed as a generalisation of squared centered Gaussian processes. We develop in this paper two main subjects. The first one analyses the connections of these processes with the local times of general Markov…

Probability · Mathematics 2007-05-23 Nathalie Eisenbaum , Haya Kaspi

Permanent spatial decomposition (PSD) is the (hypothesized) property of the wave function of a macroscopic system of decomposing into localized permanently non-overlapping parts when it spreads over a macroscopic region. The typical example…

Quantum Physics · Physics 2009-10-27 Bruno Galvan

Let $u(s,t)$ be a continuous potential density of a symmetric L\'evy process or diffusion with state space $T$ killed at $T_{0}$, the first hitting time of $0$, or at $\lambda \wedge T_{0}$, where $\lambda$ is an independent exponential…

Probability · Mathematics 2024-02-13 Michael B. Marcus , Jay Rosen

The results of this paper are 3-folded. Firstly, for any stationary determinantal process on the integer lattice, induced by strictly positive and strictly contractive involution kernel, we obtain the necessary and sufficient condition for…

Probability · Mathematics 2019-11-13 Shilei Fan , Lingmin Liao , Yanqi Qiu

Periodic point sets model all solid crystalline materials whose structures are determined in a rigid form and should be studied up to rigid motion or isometry preserving inter-point distances. In 2021 H.Edelsbrunner et al. introduced an…

Computational Geometry · Computer Science 2022-05-05 Olga Anosova , Vitaliy Kurlin

A permanental vector is a generalization of a vector with components that are squares of the components of a Gaussian vector, in the sense that the matrix that appears in the Laplace transform of the vector of Gaussian squares is not…

Probability · Mathematics 2011-07-07 Hana Kogan , Michael B. Marcus

We consider oscillons - localized, quasiperiodic, and extremely long-living classical solutions in models with real scalar fields. We develop their effective description in the limit of large size at finite field strength. Namely, we note…

High Energy Physics - Theory · Physics 2022-12-19 D. G. Levkov , V. E. Maslov , E. Ya. Nugaev , A. G. Panin

A permanental vector with a symmetric kernel and index $2$ is a squared Gaussian vector. The definition of permanental vectors is a natural extension of the definition of squared Gaussian vectors to nonsymmetric kernels and to positive…

Probability · Mathematics 2017-07-04 Nathalie Eisenbaum

Let $\psi_1,...,\psi_k$ be periodic maps from $\Bbb Z$ to a field of characteristic p (where p is zero or a prime). Assume that positive integers $n_1,...,n_k$ not divisible by p are their periods respectively. We show that…

Number Theory · Mathematics 2007-05-23 Zhi-Wei Sun

Perpetual points (PPs) are special critical points for which the magnitude of acceleration describing dynamics drops to zero, while the motion is still possible (stationary points are excluded), e.g. considering the motion of the particle…

Chaotic Dynamics · Physics 2017-05-24 Dawid Dudkowski , Awadhesh Prasad , Tomasz Kapitaniak

Optimal sample path properties of stochastic processes often involve generalized H\"{o}lder- or variation norms. Following a classical result of Taylor, the exact variation of Brownian motion is measured in terms of $\psi (x) \equiv $…

Probability · Mathematics 2007-11-02 Peter Friz , Harald Oberhauser

Computing the permanent of a non-negative matrix is a computationally challenging, \#P-complete problem with wide-ranging applications. We introduce a novel permanental analogue of Schur's determinant formula, leveraging a newly defined…

Discrete Mathematics · Computer Science 2025-09-11 Aditi Laddha , Madhusudhan Reddy Pittu

In this paper we study mutual absolute continuity and singularity of probability measures on the path space which are induced by an isotropic stable L\'evy process and the purely discontinuous Girsanov transform of this process. We also…

Probability · Mathematics 2015-02-11 René L. Schilling , Zoran Vondraček

Let $X_{\alpha}=\{X_{\alpha}(t),t\in T\}$, $\alpha>0$, be an $\alpha$-permanental process with kernel $u(s,t)$. We show that $X^{1/2}_{\alpha}$ is a subgaussian process with respect to the metric $\sigma (s,t)=…

Probability · Mathematics 2017-11-06 Michael B. Marcus , Jay Rosen
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