On the mean projection theorem for determinantal point processes
Résumé
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.
Domaines
Probabilités [math.PR]
Origine : Fichiers produits par l'(les) auteur(s)
Licence : CC BY NC SA - Paternité - Pas d'utilisation commerciale - Partage selon les Conditions Initiales
Licence : CC BY NC SA - Paternité - Pas d'utilisation commerciale - Partage selon les Conditions Initiales