Quasi-invariance and integration by parts for determinantal and permanental processes (Q982499)

A random point process as a random locally finite configuration in a Polish space is considered. For any \(n\geq1\) the \(n\)-point correlation function in terms of numbers of points of the process in given \(m\) disjoined subsets is defined. This point process is said to be determinantal (permanental) if its correlation functions can be represented as the determinants (permanents) of the kernel of some integral operator. Between interesting properties of these processes an integration by parts has to be remarked especially. The authors prove a formula for the expectation of the product, where one functional is multiplied by a derivative along a given vector field of another functional, is represented by the rule, which reminds the usual integration by parts.