AbstractPermanental processes can be viewed as a generalization of squared centered Gaussian processes. We analyze the connections of these processes with the local time process of general Markov processes. The obtained results are related to the notion of infinite divisibility
AbstractA new class of stochastic processes, called processes of positive bivariate type, is defined...
Lower bounds for persistence probabilities of stationary Gaussian processes in discrete time are obt...
AbstractWe consider infinite systems of independent Markov chains as processes on the space of parti...
AbstractPermanental processes can be viewed as a generalization of squared centered Gaussian process...
International audienceWe establish decomposition formulas for nonnegative infinitely divisible proce...
We extend the boson process first to a large class of Cox processes and second to an even larger cla...
The article contains an overview over locally stationary processes. At the beginning time varying au...
We give a link between stochastic processes which are infinitely divisible with respect to time (IDT...
AbstractWe establish moduli of continuity and large increment properties for stationary increment Ga...
. If X is a symmetric L'evy process on the line, then there exists a non--decreasing, c`adl`ag ...
General results concerning infinite divisibility, selfdecomposability, and the class Lm property as ...
We establish large increment properties for infinite series of independent Ornstein-Uhlenbeck proces...
AbstractA representation for the probability generating functional (p.g.fl.) of a regular infinitely...
AbstractWe study the tail probability of the local time at the origin of Gaussian processes with sta...
We consider a family of stationary Gaussian processes that includes the stationary Ornstein-Uhlenbec...
AbstractA new class of stochastic processes, called processes of positive bivariate type, is defined...
Lower bounds for persistence probabilities of stationary Gaussian processes in discrete time are obt...
AbstractWe consider infinite systems of independent Markov chains as processes on the space of parti...
AbstractPermanental processes can be viewed as a generalization of squared centered Gaussian process...
International audienceWe establish decomposition formulas for nonnegative infinitely divisible proce...
We extend the boson process first to a large class of Cox processes and second to an even larger cla...
The article contains an overview over locally stationary processes. At the beginning time varying au...
We give a link between stochastic processes which are infinitely divisible with respect to time (IDT...
AbstractWe establish moduli of continuity and large increment properties for stationary increment Ga...
. If X is a symmetric L'evy process on the line, then there exists a non--decreasing, c`adl`ag ...
General results concerning infinite divisibility, selfdecomposability, and the class Lm property as ...
We establish large increment properties for infinite series of independent Ornstein-Uhlenbeck proces...
AbstractA representation for the probability generating functional (p.g.fl.) of a regular infinitely...
AbstractWe study the tail probability of the local time at the origin of Gaussian processes with sta...
We consider a family of stationary Gaussian processes that includes the stationary Ornstein-Uhlenbec...
AbstractA new class of stochastic processes, called processes of positive bivariate type, is defined...
Lower bounds for persistence probabilities of stationary Gaussian processes in discrete time are obt...
AbstractWe consider infinite systems of independent Markov chains as processes on the space of parti...