Quasi-invariance and integration by parts for determinantal and permanental processes

I. Camilier, L. Decreusefond

Research output: Contribution to journalArticlepeer-review

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 languageEnglish
Pages (from-to)268-300
Number of pages33
JournalJournal of Functional Analysis
Volume259
Issue number1
DOIs
Publication statusPublished - 1 Jul 2010
Externally publishedYes

Keywords

  • Determinantal processes
  • Integration by parts
  • Malliavin calculus
  • Point processes

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