Multiplicative functionals of determinantal processes

DOI10.1070/RM2012V067N01ABEH004779MaRDI QIDQ2892027zbMATH OpenOpenAlexFDO

Authors Alexander I. Bufetov

Publication date 18 June 2012

Published in Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/rm2012v067n01abeh004779

zbMATH Keywords

absolute continuitydeterminantal processmultiplicative functional

Mathematics Subject Classification ID

Combinatorial probability (60C05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Review text

The main result of this note aims to confirm that a determinantal mesure on the configuration space times a multiplicative functional is after normalization again a determinantal process. This gives an example of sufficient conditions for absolute continuity of determinantal measures.

Recommendations

• Infinite determinantal measures
• Quasi-invariance and integration by parts for determinantal and permanental processes
• Conditional measures of determinantal point processes
• Determinantal probability
• Conditional intensity and Gibbsianness of determinantal point processes

Cited in

(20)

• A Palm hierarchy for determinantal point processes with the Bessel kernel
• Factorized duality, stationary product measures and generating functions
• Quasi-symmetries of determinantal point processes
• \(J\)-Hermitian determinantal point processes: balanced rigidity and balanced palm equivalence
• Kernels of conditional determinantal measures and the Lyons-Peres completeness conjecture
• Conditional measures for Pfaffian point processes: conditioning on a bounded domain
• A survey on determinantal point processes
• Multiplicative functionals on ensembles of non-intersecting paths
• The logarithmic derivative for point processes with equivalent Palm measures
• A rigidity property of superpositions involving determinantal processes
• Determinantal probability measures on Grassmannians
• A hierarchy of Palm measures for determinantal point processes with gamma kernels
• The determinant of the iterated Malliavin matrix and the density of a pair of multiple integrals
• The explicit formulae for scaling limits in the ergodic decomposition of infinite Pickrell measures
• On multilinear determinant functionals
• Conditional measures of generalized Ginibre point processes
• Determinantal point processes conditioned on randomly incomplete configurations
• Sub-Poissonian estimates for exponential moments of additive functionals over pairs of particles with respect to determinantal and symplectic Pfaffian point processes governed by entire functions
• A Palm hierarchy for determinantal point processes with the confluent hypergeometric kernel, which resolves the problem of harmonic analysis on the infinite-dimensional unitary group
• A module theoretic interpretation of multiplicity and rank of a stationary random process

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