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arxiv: 1707.01773 · v1 · pith:IZI6Z6D4new · submitted 2017-07-06 · 🧮 math.PR · math-ph· math.DS· math.MP

The logarithmic derivative for point processes with equivalent Palm measures

classification 🧮 math.PR math-phmath.DSmath.MP
keywords 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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