On the mean projection theorem for determinantal point processes

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 o...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Alea (2006) 2023, Vol.20 (1), p.497-504
Hauptverfasser: Kassel, Adrien, Lévy, Thierry
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung: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.
ISSN:1980-0436
1980-0436
DOI:10.30757/ALEA.v20-17