Skip to Main Content (Press Enter)

Logo CNR
  • ×
  • Home
  • Persone
  • Pubblicazioni
  • Strutture
  • Competenze

UNI-FIND
Logo CNR

|

UNI-FIND

cnr.it
  • ×
  • Home
  • Persone
  • Pubblicazioni
  • Strutture
  • Competenze
  1. Pubblicazioni

Stochastic dynamics of determinantal processes by integration by parts

Articolo
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
Autori di Ateneo:
TORRISI GIOVANNI LUCA
Link alla scheda completa:
https://iris.cnr.it/handle/20.500.14243/302704
Pubblicato in:
COMMUNICATIONS ON STOCHASTIC ANALYSIS
Journal
  • Utilizzo dei cookie

Realizzato con VIVO | Designed by Cineca | 26.5.0.0 | Sorgente dati: PREPROD (Ribaltamento disabilitato)