The logarithmic derivative for point processes with equivalent Palm measures
Probability
2017-07-07 v1 Mathematical Physics
Dynamical Systems
math.MP
Abstract
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 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.
Cite
@article{arxiv.1707.01773,
title = {The logarithmic derivative for point processes with equivalent Palm measures},
author = {Alexander I. Bufetov and Andrey V. Dymov and Hirofumi Osada},
journal= {arXiv preprint arXiv:1707.01773},
year = {2017}
}
Comments
17 pages