The logarithmic derivative for point processes with equivalent Palm measures

Alexander I. Bufetov, Andrey V. Dymov, Hirofumi Osada

Research output: Contribution to journalArticle

Abstract

The logarithmic derivative of a point process plays a key role in the general approach, due to the third author, to constructing diffusions preserving a given point process. In this paper we explicitly compute the logarithmic derivative for determinantal processes on R with integrable kernels, a large class that includes all the classical processes of random matrix theory as well as processes associated with de Branges spaces. The argument uses the quasi-invariance of our processes established by the first author.

Original languageEnglish
Pages (from-to)451-469
Number of pages19
JournalJournal of the Mathematical Society of Japan
Volume71
Issue number2
DOIs
Publication statusPublished - Jan 1 2019

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Logarithmic Derivative
Point Process
De Branges Spaces
Quasi-invariance
Random Matrix Theory
kernel

All Science Journal Classification (ASJC) codes

  • Mathematics(all)

Cite this

The logarithmic derivative for point processes with equivalent Palm measures. / Bufetov, Alexander I.; Dymov, Andrey V.; Osada, Hirofumi.

In: Journal of the Mathematical Society of Japan, Vol. 71, No. 2, 01.01.2019, p. 451-469.

Research output: Contribution to journalArticle

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