The logarithmic derivative for point processes with equivalent Palm measures
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🧮 math.PR
math-phmath.DSmath.MP
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processesderivativelogarithmicpointauthorprocessapproachargument
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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 $\mathbb{R}$ 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.
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