Publication Date:
2015
abstract:
We derive an integration by parts formula for functionals of de-
terminantal processes on compact sets, completing the arguments of [4]. This
is used to show the existence of a conguration-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].
1
Iris type:
01.01 Articolo in rivista
Keywords:
determinantal processes
List of contributors:
Torrisi, GIOVANNI LUCA
Published in: