Recursive equations for the predictive distributions of some determinantal processes

This 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.

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Year of publication:	2011
Authors:	Cifarelli, D.M. ; Fortini, S.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 1, p. 8-15
Publisher:	Elsevier
Keywords:	Determinantal processes Predictive distributions m-dependence Negative association

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008868906