Speaker Jay Rosen
Host Yuval Peres
Date recorded 25 May 2010
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.
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