On the strong Brillinger-mixing property of α-determinantal point processes and some applications

Abstract

First, we derive a representation formula for all cumulant density functions in terms of the non-negative definite kernel function C(x, y) defining an α-determinantal point process (DPP). Assuming absolute integrability of the function C 0(x) = C(o, x), we show that a stationary α-DPP with kernel function C 0(x) is “strongly” Brillinger-mixing, implying, among others, that its tail-σ-field is trivial. Second, we use this mixing property to prove rates of normal convergence for shot-noise processes and sketch some applications to statistical second-order analysis of α-DPPs.