Determinantal point processes and diffusions
九州確率論セミナー
開催期間
2024.7.19(金)
16:30 ~ 18:00
16:30 ~ 18:00
場所
ウエスト1号館 D-725
講演者
長田 博文 (中部大学)
概要
We have developed a general theorem for constructing diffusion processes
associated with determinantal point processes.
Given a determinantal point process with a Hermitian symmetric
determinantal kernel, we have shown that the associated pre-Dirichlet
form is closable.
Then, we prove the quasi-regularity and the strong locality of the
closure of the pre-Dirichlet form,
which yields the construction of the diffusion process associated with
the Dirichlet form.
This work is based on a collaboration with Shota Osada.