Permanental vectors

DOI10.1016/j.spa.2012.01.009zbMath1255.60027arXiv1107.1144OpenAlexW4205178448MaRDI QIDQ424468

Michael B. Marcus, Hana Kogan

Publication date: 1 June 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.1144

zbMATH Keywords

M-matricesGaussian squaresinfinitely divisible vectorspermanental vectors

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Stochastic processes (60G99) Markov processes (60J99)

Related Items (2)

Sample path properties of permanental processes ⋮ Decompositions of infinitely divisible nonnegative processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Characterization of infinitely divisible multivariate gamma distributions
• On permanental processes
• Principal minors and diagonal similarity of matrices
• A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes
• Permanental Processes
• Markov Processes, Gaussian Processes, and Local Times

This page was built for publication: Permanental vectors