A SUFFICIENT CONDITION FOR THE CONTINUITY OF PERMANENTAL PROCESSES WITH APPLICATIONS TO LOCAL TIMES OF MARKOV PROCESSES

• 成果类型: Article
• 署名作者: Marcus, Michael B.; Rosen, Jay
• 署名单位: City University of New York (CUNY) System; City College of New York (CUNY); City University of New York (CUNY) System; College of Staten Island (CUNY)
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/12-AOP744
• 发表日期: 2013
• 页码: 671-698
• 关键词: gaussian-processes

摘要

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 local times.