The CS decomposition and conditional negative correlation inequalities for determinantal processes
Probability
2023-12-12 v3
Abstract
For a conditional process of the form where is a determinantal process we obtain a new negative correlation inequalities. Our approach relies upon the underlying geometric structure of the elementary discrete determinantal processes by using the canonical representation of a pair of subspaces in terms of principal vectors and angles, as well as the classical CS decomposition.
Cite
@article{arxiv.2005.12824,
title = {The CS decomposition and conditional negative correlation inequalities for determinantal processes},
author = {André Goldman},
journal= {arXiv preprint arXiv:2005.12824},
year = {2023}
}