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Stochastic dynamics of determinantal processes by integration by parts

Academic Article
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
Authors of the University:
TORRISI GIOVANNI LUCA
Handle:
https://iris.cnr.it/handle/20.500.14243/302704
Published in:
COMMUNICATIONS ON STOCHASTIC ANALYSIS
Journal
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