Quasi-invariance and integration by parts for determinantal and permanental processes

DOI10.1016/J.JFA.2010.01.007zbMATH Open1203.60050arXiv0911.4638OpenAlexW1982259723MaRDI QIDQ982499FDOQ982499

Authors: I. Camilier, Laurent Decreusefond 

Publication date: 7 July 2010

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Abstract: Determinantal and permanental processes are point processes with a correlation function given by a determinant or a permanent. Their atoms exhibit mutual attraction of repulsion, thus these processes are very far from the uncorrelated situation encountered in Poisson models. We establish a quasi-invariance result : we show that if atoms locations are perturbed along a vector field, the resulting process is still a determinantal (respectively permanental) process, the law of which is absolutely continuous with respect to the original distribution. Based on this formula, following Bismut approach of Malliavin calculus, we then give an integration by parts formula.

Full work available at URL: https://arxiv.org/abs/0911.4638

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zbMATH Keywords

Malliavin calculuspoint processescorrelation functiondeterminantal processespermanental processes

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random fields (60G60) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Cited In (14)

• On the strong Brillinger-mixing property of \(\alpha\)-determinantal point processes and some applications.
• Moment formulae for general point processes
• The quasi-invariance property for the gamma kernel determinantal measure
• Quasi-symmetries and rigidity for determinantal point processes associated with de Branges spaces
• Optimal transport between determinantal point processes and application to fast simulation
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• Title not available (Why is that?)
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• Large deviations of the interference in the Ginibre network model

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