Thursday, April 22, 2010 - 3:00pm
1 hour (actually 50 minutes)
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.