On the mean projection theorem for determinantal point processes
Probability
2023-08-22 v3
Abstract
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.
Cite
@article{arxiv.2203.04628,
title = {On the mean projection theorem for determinantal point processes},
author = {Adrien Kassel and Thierry Lévy},
journal= {arXiv preprint arXiv:2203.04628},
year = {2023}
}
Comments
7 pages