2015
DOI: 10.31390/cosa.9.3.05
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Stochastic dynamics of determinantal processes by integration by parts

Abstract: Abstract. We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and admits the distribution of the determinantal process as reversible law. In particular, this approach allows us to build a concrete example of the associated diffusion process, providing an illustration of the results of [4] and [30].

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Cited by 4 publications
(4 citation statements)
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References 37 publications
(69 reference statements)
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“…Simulation of α-DPPs when α < 0 is done by using the Schmidt orthogonalization algorithm developed in full generality in [65], and specifically in [47] for the Ginibre point process. The simple generalization of the algorithm to α < 0 can be found in the survey [66], and additional details on DPP can be found in [67].…”
Section: Analytical Formulasmentioning
confidence: 99%
“…Simulation of α-DPPs when α < 0 is done by using the Schmidt orthogonalization algorithm developed in full generality in [65], and specifically in [47] for the Ginibre point process. The simple generalization of the algorithm to α < 0 can be found in the survey [66], and additional details on DPP can be found in [67].…”
Section: Analytical Formulasmentioning
confidence: 99%
“…The simulation of α-DPPs when α = −1/j, j ∈ N, is done by using the Schmidt orthogonalization algorithm developed in full generality in [41], and specifically in [25] for the Ginibre point process. The simple generalization to α = −1/j can be found in the recent survey [42], and additional details on DPP can be found in [43].…”
Section: ) Estimation By Simulation: the Different Theoretical Perfomentioning
confidence: 99%
“…Simulation of α-DPPs when α < 0 is done by using the Schmidt orthogonalization algorithm developed in full generality in [20], and specifically in [12] for the Ginibre point process. The simple generalization to all α < 0 can be found in the recent survey [21], and additional details on DPP can be found in [22].…”
Section: A Ginibre α-Determinantal Point Processmentioning
confidence: 99%