Stochastic dynamics of determinantal processes by integration by parts

We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and admits the distribution of the determinantal process as reversible law. In particular, this approach allows us to build a concrete example of the associated diffusion process, providing an illustration of the results of [4] and [30].

• Publication year

  2012

• Venue

  arXiv: Probability

• Publication date

  2012-10-23

• Fields of study

  Mathematics

• Identifiers
  DOI 10.31390/COSA.9.3.05arXiv 1210.6109
• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

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