Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/215622
Full metadata record
DC FieldValueLanguage
dc.contributor.authorMarzo Sánchez, Jordi-
dc.contributor.authorLevi, Matteo-
dc.contributor.authorOrtega Cerdà, Joaquim-
dc.date.accessioned2024-10-09T08:35:24Z-
dc.date.issued2024-10-
dc.identifier.issn1073-7928-
dc.identifier.urihttps://hdl.handle.net/2445/215622-
dc.description.abstractWe study the asymptotic behavior of the fluctuations of smooth and rough linear statistics for determinantal point processes on the sphere and on the Euclidean space. The main tool is the generalization of some norm representation results for functions in Sobolev spaces and in the space of functions of bounded variation.-
dc.format.extent35 p.-
dc.format.mimetypeapplication/pdf-
dc.language.isoeng-
dc.publisherOxford University Press-
dc.relation.isformatofVersió postprint del document publicat a: https://doi.org/10.1093/imrn/rnae182-
dc.relation.ispartofInternational Mathematics Research Notices, 2024, vol. 2024, num.19, p. 12869-12903-
dc.relation.urihttps://doi.org/10.1093/imrn/rnae182-
dc.rights(c) Marzo J. et al., 2024-
dc.sourceArticles publicats en revistes (Matemàtiques i Informàtica)-
dc.subject.classificationAnàlisi matemàtica-
dc.subject.classificationEspais de Sobolev-
dc.subject.otherMathematical analysis-
dc.subject.otherSobolev spaces-
dc.titleLinear statistics of determinantal point processes and norm representations-
dc.typeinfo:eu-repo/semantics/article-
dc.typeinfo:eu-repo/semantics/acceptedVersion-
dc.identifier.idgrec733650-
dc.date.updated2024-10-09T08:35:24Z-
dc.rights.accessRightsinfo:eu-repo/semantics/embargoedAccess-
dc.embargo.lift2025-09-30-
dc.date.embargoEndDateinfo:eu-repo/date/embargoEnd/2025-09-30-
Appears in Collections:Articles publicats en revistes (Matemàtiques i Informàtica)

Files in This Item:
File Description SizeFormat 
260632.pdf418.19 kBAdobe PDFView/Open    Request a copy


Embargat   Document embargat fins el 30-9-2025


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.