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arXiv · 2203.04628

On the mean projection theorem for determinantal point processes

Adrien Kassel·Thierry Lévy
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Abstract

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.

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Adrien Kassel, Thierry Lévy. 2022-03-09. On the mean projection theorem for determinantal point processes. https://doi.org/10.30757/alea.v20-17

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