A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes
Abstract
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.
- Publication:
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arXiv e-prints
- Pub Date:
- May 2010
- DOI:
- 10.48550/arXiv.1005.5692
- arXiv:
- arXiv:1005.5692
- Bibcode:
- 2010arXiv1005.5692M
- Keywords:
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- Mathematics - Probability
- E-Print:
- Published in at http://dx.doi.org/10.1214/12-AOP744 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)