On the mean projection theorem for determinantal point processes

IF 0.6 4区数学 Q4 STATISTICS & PROBABILITY

Alea-Latin American Journal of Probability and Mathematical Statistics Pub Date : 2022-03-09 DOI:10.30757/ALEA.v20-17

Adrien Kassel, Thierry L'evy

引用次数: 2

Abstract

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.

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行列式点过程的平均投影定理

在这篇短文中，我们将与有限范围投影相关的离散行列式点过程的平均投影定理推广到连续情况，从而加强了Ermakov和Zolotukhin在随机线性代数中的一个已知结果。我们还给出了一个新的公式来计算随机投影的外幂方差。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Alea-Latin American Journal of Probability and Mathematical Statistics STATISTICS & PROBABILITY-

CiteScore

1.10

自引率

0.00%

发文量

期刊介绍： ALEA publishes research articles in probability theory, stochastic processes, mathematical statistics, and their applications. It publishes also review articles of subjects which developed considerably in recent years. All articles submitted go through a rigorous refereeing process by peers and are published immediately after accepted. ALEA is an electronic journal of the Latin-american probability and statistical community which provides open access to all of its content and uses only free programs. Authors are allowed to deposit their published article into their institutional repository, freely and with no embargo, as long as they acknowledge the source of the paper. ALEA is affiliated with the Institute of Mathematical Statistics.