On the mean projection theorem for determinantal point processes
Résumé
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.
Domaines
Probabilités [math.PR]| Origine | Fichiers produits par l'(les) auteur(s) |
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