The logarithmic derivative for point processes with equivalent Palm measures - Archive ouverte HAL
Article Dans Une Revue Journal of the Mathematical Society of Japan Année : 2019

The logarithmic derivative for point processes with equivalent Palm measures

Résumé

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 $\mathbb{R}$ 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.

Dates et versions

hal-02110685 , version 1 (25-04-2019)

Identifiants

Citer

Alexander I. Bufetov, Andrey Dymov, Hirofumi Osada. The logarithmic derivative for point processes with equivalent Palm measures. Journal of the Mathematical Society of Japan, 2019, 71 (2), pp.451-469. ⟨10.2969/jmsj/78397839⟩. ⟨hal-02110685⟩
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