Recursive equations for the predictive distributions of some determinantal processes

D.M. Cifarelli and S. Fortini

Statistics & Probability Letters, 2011, vol. 81, issue 1, 8-15

Abstract: 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.

Keywords: Determinantal; processes; Predictive; distributions; m-dependence; Negative; association (search for similar items in EconPapers)
Date: 2011
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