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 language | English |
|---|---|
| Pages (from-to) | 451-469 |
| Number of pages | 19 |
| Journal | Journal of the Mathematical Society of Japan |
| Volume | 71 |
| Issue number | 2 |
| DOIs | |
| Publication status | Published - Jan 1 2019 |
Fingerprint
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 journal › Article
}
TY - JOUR
T1 - The logarithmic derivative for point processes with equivalent Palm measures
AU - Bufetov, Alexander I.
AU - Dymov, Andrey V.
AU - Osada, Hirofumi
PY - 2019/1/1
Y1 - 2019/1/1
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=85067337946&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=85067337946&partnerID=8YFLogxK
U2 - 10.2969/jmsj/78397839
DO - 10.2969/jmsj/78397839
M3 - Article
AN - SCOPUS:85067337946
VL - 71
SP - 451
EP - 469
JO - Journal of the Mathematical Society of Japan
JF - Journal of the Mathematical Society of Japan
SN - 0025-5645
IS - 2
ER -