Abstract
Determinantal and permanental processes are point processes with a correlation function given by a determinant or a permanent. Their atoms exhibit mutual attraction of repulsion, thus these processes are very far from the uncorrelated situation encountered in Poisson models. We establish a quasi-invariance result: we show that if atom locations are perturbed along a vector field, the resulting process is still a determinantal (respectively permanental) process, the law of which is absolutely continuous with respect to the original distribution. Based on this formula, following Bismut approach of Malliavin calculus, we then give an integration by parts formula.
| Original language | English |
|---|---|
| Pages (from-to) | 268-300 |
| Number of pages | 33 |
| Journal | Journal of Functional Analysis |
| Volume | 259 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 1 Jul 2010 |
| Externally published | Yes |
Keywords
- Determinantal processes
- Integration by parts
- Malliavin calculus
- Point processes