Stochastic dynamics of determinantal processes by integration by parts
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🧮 math.PR
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determinantalprocessdiffusionintegrationpartsprocessesadmitsallows
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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].
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