Data di Pubblicazione:
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
Tipologia CRIS:
01.01 Articolo in rivista
Keywords:
determinantal processes
Elenco autori:
Torrisi, GIOVANNI LUCA
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