Recursive equations for the predictive distributions of some determinantal processes
type: Item
instance of: scholarly article
title: Recursive equations for the predictive distributions of some determinantal processes
zbMATH Open document ID: 1213.60069
author: S. Fortini
author: D. Michele Cifarelli
published in: Statistics \& Probability Letters
publication date: 2011-01-14T00:00:00Z
review text: 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.
reviewed by: Miroslav M. Ristić
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60G25
zbMATH DE Number: 5836627
zbMATH Keywords: determinantal processes
zbMATH Keywords: Predictive distributions
zbMATH Keywords: m-dependence
zbMATH Keywords: Negative association
MaRDI profile type: Publication
full work available at URL: j.spl.2010.09.012
OpenAlex ID: W2005298813
cites work: On adding a list of numbers (and other one-dependent determinantal processes)
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cites work: Random point fields associated with certain Fredholm determinants. II: Fermion shifts and their ergodic and Gibbs properties
DOI: 10.1016/J.SPL.2010.09.012
description: scientific article; zbMATH DE number 5836627