On the mean projection theorem for determinantal point processes

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.

7 pages

References in corpus (3)

• Exact expressions for double descent and implicit regularization via surrogate random design
• On two ways to use determinantal point processes for Monte Carlo integration
• Determinantal probability measures on Grassmannians

Cited by in corpus (1)

• Signal reconstruction using determinantal sampling