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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 R\mathbb{R} 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.

Keywords

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

R2 v1 2026-06-22T20:39:38.464Z