Recursive equations for the predictive distributions of some determinantal processes
From the introduction: In Section 2 we recall the precise definition of a stationary determinantal process (SDP) and discuss its parameters. In Section 3 we provide recursive equations for the predictive distributions of one-dependent SDPs and give a characterization of the process in terms of predictive covariances. The two-dependent case is treated in Section 4. The recursive equations are given, separately, for complex and real parameters. Equations of lower degree hold when the parameters are real. The results are applied to explore properties of the predictive probabilities and to suggest efficient simulation procedures.
scientific article; zbMATH DE number 5836627