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.
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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 -