The 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.
Recursive equations for the predictive distributions of some determinantal processes
CIFARELLI, DONATO MICHELE;FORTINI, SANDRA
2011
Abstract
The 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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