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Journal Articles ALEA : Latin American Journal of Probability and Mathematical Statistics Year : 2023

On the mean projection theorem for determinantal point processes

Abstract

In this short note, we extend to the continuous case a mean projection theorem for discrete determinantal point processes associated with a finite range projection, thus strengthening a known result in random linear algebra due to Ermakov and Zolotukhin. We also give a new formula for the variance of the exterior power of the random projection.
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hal-03609991 , version 1 (16-03-2022)
hal-03609991 , version 2 (25-10-2022)
hal-03609991 , version 3 (21-02-2023)

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Adrien Kassel, Thierry Lévy. On the mean projection theorem for determinantal point processes. ALEA : Latin American Journal of Probability and Mathematical Statistics, 2023, XX, pp.497-504. ⟨10.30757/ALEA.v20-17⟩. ⟨hal-03609991v3⟩
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