Recursive equations for the predictive distributions of some determinantal processes

D.M. Cifarelli , S. Fortini

The paper provides recursive equations for the predictive distributions of one-dependent and two-dependent determinantal processes. Fixed order recursive equations can be applied both to efficiently simulate trajectories and to explore properties of the process.

Mots clés: 60G10; 60G25; Determinantal processes; Predictive distributions; -dependence; Negative association

Domaines: Bio-informatique [q-bio.QM]; Bio-Informatique, Biologie Systémique [q-bio.QM]

D.M. Cifarelli, S. Fortini. Recursive equations for the predictive distributions of some determinantal processes. Statistics and Probability Letters, 2010, 81 (1), pp.8. ⟨10.1016/j.spl.2010.09.012⟩. ⟨hal-00698868⟩