The logarithmic derivative for point processes with equivalent Palm measures

Alexander I. Bufetov, Andrey V. Dymov, Hirofumi Osada

    Research output: Contribution to journalArticlepeer-review

    1 Citation (Scopus)

    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 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.

    Original languageEnglish
    Pages (from-to)451-469
    Number of pages19
    JournalJournal of the Mathematical Society of Japan
    Volume71
    Issue number2
    DOIs
    Publication statusPublished - 2019

    All Science Journal Classification (ASJC) codes

    • Mathematics(all)

    Fingerprint

    Dive into the research topics of 'The logarithmic derivative for point processes with equivalent Palm measures'. Together they form a unique fingerprint.

    Cite this