相关论文: On Permanental Processes
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…
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…
We study the persistence probability of a centered stationary Gaussian process on $\mathbb{Z}$ or $\mathbb{R}$, that is, its probability to remain positive for a long time. We describe the delicate interplay between this probability and the…
The Cox process is a stochastic process which generalises the Poisson process by letting the underlying intensity function itself be a stochastic process. In this paper we present a fast Bayesian inference scheme for the permanental…
Determinantal point processes are models for regular spatial point patterns, with appealing probabilistic properties. We present their spatio-temporal counterparts and give examples of these models, based on spatio-temporal covariance…
In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also…
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…
We study the persistence probability for some two-sided discrete-time Gaussian sequences that are discrete-time analogs of fractional Brownian motion and integrated fractional Brownian motion, respectively. Our results extend the…
Determinantal and permanental processes are point processes with a correlation function given by a determinant or a permanent. Their atoms exhibit mutual attraction of repulsion, thus these processes are very far from the uncorrelated…
The article contains an overview over locally stationary processes. At the beginning time varying autoregressive processes are discussed in detail - both as as a deep example and an important class of locally stationary processes. In the…
We solve a conjecture raised by Evans in 1991 on the characterization of the positively correlated squared Gaussian vectors. We extend this characterization from squared Gaussian vectors to permanental vectors. As side results, we obtain…
The variational method of coupled Gaussian functions is applied to Bose-Einstein condensates with long-range interactions. The time-dependence of the condensate is described by dynamical equations for the variational parameters. We present…
Following on from the notion of (first-order) causality, which generalises the notion of being tracepreserving from CP-maps to abstract processes, we give a characterization for the most general kind of map which sends causal processes to…
We give a probabilistic introduction to determinantal and permanental point processes. Determinantal processes arise in physics (fermions, eigenvalues of random matrices) and in combinatorics (nonintersecting paths, random spanning trees).…
A permanental field, $\psi=\{\psi(\nu),\nu\in {\mathcal{V}}\}$, is a particular stochastic process indexed by a space of measures on a set $S$. It is determined by a kernel $u(x,y)$, $x,y\in S$, that need not be symmetric and is allowed to…
In this research paper, the relationship between finite / countable state space stochastic processes and point processes is explored. Utilizing the known relationship between Poisson processes and continuous time Markov chains, finite /…
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…
We investigate continuum percolation for Cox point processes, that is, Poisson point processes driven by random intensity measures. First, we derive sufficient conditions for the existence of non-trivial sub- and super-critical percolation…
From a continuous-time long memory stochastic process, a discrete-time randomly sampled one is drawn. We investigate the second-order properties of this process and establish some time-and frequency-domain asymptotic results. We mainly…
We consider two-dimensional marked point processes which are Gibbsian with a two-body-potential U. U is supposed to have an internal continuous symmetry. We show that under suitable continuity conditions the considered processes are…