Quasi-invariance and integration by parts for determinantal and permanental processes
Probability
2010-04-19 v1 Functional Analysis
Abstract
Determinantal and permanental processes are point processes with a correlation function given by a determinant or a permanent. Their atoms exhibit mutual attraction of repulsion, thus these processes are very far from the uncorrelated situation encountered in Poisson models. We establish a quasi-invariance result : we show that if atoms locations are perturbed along a vector field, the resulting process is still a determinantal (respectively permanental) process, the law of which is absolutely continuous with respect to the original distribution. Based on this formula, following Bismut approach of Malliavin calculus, we then give an integration by parts formula.
Keywords
Cite
@article{arxiv.0911.4638,
title = {Quasi-invariance and integration by parts for determinantal and permanental processes},
author = {Isabelle Camilier and Laurent Decreusefond},
journal= {arXiv preprint arXiv:0911.4638},
year = {2010}
}
Comments
Journal of Functional Analysis (2010) To appear