A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes and loop soups

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 continuity which is also known to be necessary. Using an isomorphism theorem of Eisenbaum and Kaspi which relates Markov local times and permanental processes, we obtain a general sufficient condition for the joint continuity of the local times. We show that for certain Markov processes the associated permanental process is equal in distribution to the loop soup local time. Joint work with Michael B. Marcus.

Speaker Details

Jay Rosen is a Professor of Mathematics at City University, New York. He is well known for his work on local times, Gaussian processes, and their connections, as well as fine properties of Brownian occupation measure (among other contributions).

Date:
Speakers:
Jay Rosen
Affiliation:
CUNY
    • Portrait of Jeff Running

      Jeff Running