Permanental fields, loop soups and continuous additive functionals

Abstract

A permanental field, $\psi =\{\psi (\nu ),\nu \in \mathcal{V}\}$, is a particular stochastic process indexed by a space of measures on a set $S$. It is determined by a kernel $u(x,y)$, $x,y\in S$, that need not be symmetric and is allowed to be infinite on the diagonal. We show that these fields exist when $u(x,y)$ is a potential density of a transient Markov process $X$ in $S$. A permanental field $\psi$ can be realized as the limit of a renormalized sum of continuous additive functionals determined by a loop soup of $X$, which we carefully construct. A Dynkin-type isomorphism theorem is obtained that relates $\psi$ to continuous additive functionals of $X$ (continuous in $t$), $L=\{L_t^{\nu },(\nu ,t)\in \mathcal{V}\times R_{+}\}$. Sufficient conditions are obtained for the continuity of $L$ on $\mathcal{V}\times R_{+}$. The metric on $\mathcal{V}$ is given by a proper norm.

Published in at http://dx.doi.org/10.1214/13-AOP893 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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• Permanental fields, loop soups and continuous additive functionals

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