Stochastic dynamics of determinantal processes by integration by parts
نویسندگان
چکیده
We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [5]. 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 [5] and [32].
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