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

DOI10.1016/J.JFA.2010.01.007MaRDI QIDQ982499zbMATH OpenOpenAlexFDO

Authors I. Camilier, Laurent Decreusefond

Publication date 7 July 2010

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

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

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)

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.

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Cited in

(15)

• Large deviations of the interference in the Ginibre network model
• 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
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• The logarithmic derivative for point processes with equivalent Palm measures
• Determinantal processes and independence
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• Multiplicative functionals of determinantal processes
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• Ergodic quasi-exchangeable stationary processes are isomorphic to Bernoulli processes
• The cosine-sine decomposition and conditional negative correlation inequalities for determinantal processes
• Determinantal Point Processes

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