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2014 Markovian loop soups: permanental processes and isomorphism theorems
Patrick Fitzsimmons, Jay Rosen
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Electron. J. Probab. 19: 1-30 (2014). DOI: 10.1214/EJP.v19-3255

Abstract

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 connecting the local time of the original process with the associated permanental process. Further properties of the loop measure are studied.

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Patrick Fitzsimmons. Jay Rosen. "Markovian loop soups: permanental processes and isomorphism theorems." Electron. J. Probab. 19 1 - 30, 2014. https://doi.org/10.1214/EJP.v19-3255

Information

Accepted: 5 July 2014; Published: 2014
First available in Project Euclid: 4 June 2016

zbMATH: 1312.60091
MathSciNet: MR3238780
Digital Object Identifier: 10.1214/EJP.v19-3255

Subjects:
Primary: 60J40
Secondary: 60G55 , 60J55

Keywords: Local times , loop soups , Markov processes , Permanental processes

JOURNAL ARTICLE
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Vol.19 • 2014
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