English
Related papers

Related papers: Determinantal point processes and fermions on comp…

200 papers

We establish, under the Cramer exponential moment condition in a neighbourhood of zero, the Extended Large Deviation Principle for the Random Walk and the Compound Poisson processes in the metric space $\V$ of functions of finite variation…

Probability · Mathematics 2016-11-01 F. C. Klebaner , A. A. Mogulskii

This paper is concerned with the general theme of relating the Large Deviation Principle (LDP) for the invariant measures of stochastic processes to the associated sample path LDP. It is shown that if the sample path deviation function…

Probability · Mathematics 2023-08-10 Anatolii A. Puhalskii

The $\alpha$-determinant is a one-parameter generalisation of the standard determinant, with $\alpha=-1$ corresponding to the determinant, and $\alpha=1$ corresponding to the permanent. In this paper a simple limit procedure to construct…

Mathematical Physics · Physics 2019-06-07 Fabio Deelan Cunden , Satya N. Majumdar , Neil O'Connell

We consider two-dimensional determinantal processes which are rotation-invariant and study the fluctuations of the number of points in disks. Based on the theory of mod-phi convergence, we obtain Berry-Esseen as well as precise moderate to…

Probability · Mathematics 2020-05-28 Marcel Fenzl , Gaultier Lambert

Consider a measure $\mu_\lambda = \sum_x \xi_x \delta_x$ where the sum is over points $x$ of a Poisson point process of intensity $\lambda$ on a bounded region in $d$-space, and $\xi_x$ is a functional determined by the Poisson points near…

Probability · Mathematics 2013-02-05 Mathew D. Penrose , Andrew R. Wade

The configuration model is a sequence of random graphs constructed such that in the large network limit the degree distribution converges to a pre-specified probability distribution. The component structure of such random graphs can be…

Probability · Mathematics 2019-12-12 Shankar Bhamidi , Amarjit Budhiraja , Paul Dupuis , Ruoyu Wu

We consider particle systems (also known as point processes) on the line and in the plane, and are particularly interested in "hole" events, when there are no particles in a large disk (or some other domain). We survey the extensive work on…

Probability · Mathematics 2018-10-09 Subhro Ghosh , Alon Nishry

We consider fermion (or determinantal) random point fields on Euclidean space $\mbR^d$. Given a bounded, translation invariant, and positive definite integral operator $J$ on $L^2(\mbR^d)$, we introduce a determinantal interaction for a…

Mathematical Physics · Physics 2007-05-23 Hyun Jae Yoo

We study point processes that consist of certain centers of point tuples of an underlying Poisson process. Such processes arise in stochastic geometry in the study of exceedances of various functionals describing geometric properties of the…

Probability · Mathematics 2022-12-26 Moritz Otto

This paper establishes quantitative limit theorems for two classes of Cox point processes, quantifying their convergence to a Poisson point process (PPP). We employ Stein's method for PPP aproximation, leveraging the generator approach and…

Probability · Mathematics 2025-10-07 Hamza Adrat , Laurent Decreusefond

The Riemannian metric on the manifold of positive definite matrices is defined by a kernel function $\phi$ in the form $K_D^\phi(H,K)=\sum_{i,j}\phi(\lambda_i,\lambda_j)^{-1} Tr P_iHP_jK$ when $\sum_i\lambda_iP_i$ is the spectral…

Mathematical Physics · Physics 2008-11-08 F. Hiai , D. Petz

We consider the set M_n of all n-truncated power moment sequences of probability measures on [0,1]. We endow this set with the uniform probability. Picking randomly a point in M_n, we show that the upper canonical measure associated with…

Probability · Mathematics 2007-05-23 Fabrice Gamboa , Li-Vang Lozada-Chang

The Papangelou intensities of determinantal (or fermion) point processes are investigated. These exhibit a monotonicity property expressing the repulsive nature of the interaction, and satisfy a bound implying stochastic domination by a…

Probability · Mathematics 2010-03-16 Hans-Otto Georgii , Hyun Jae Yoo

Let $\sigma$ be a non-atomic, infinite Radon measure on $\mathbb R^d$, for example, $d\sigma(x)=z\,dx$ where $z>0$. We consider a system of freely independent particles $x_1,\dots,x_N$ in a bounded set $\Lambda\subset\mathbb R^d$, where…

Probability · Mathematics 2016-03-02 Marek Bożejko , José Luís da Silva , Tobias Kuna , Eugene Lytvynov

We obtain the almost sure strong consistency and the Berry-Esseen type bound for the maximum likelihood estimator Ln of the ensemble L for determinantal point processes (DPPs), strengthening and completing previous work initiated in Brunel,…

Statistics Theory · Mathematics 2024-07-10 Yaozhong Hu , Haiyi Shi

Determinantal point processes are characterized by a special structural property of the correlation functions: they are given by minors of a correlation kernel. However, unlike the correlation functions themselves, this kernel is not…

Probability · Mathematics 2022-06-15 Grigori Olshanski

A new type of dependent thinning for point processes in continuous space is proposed, which leverages the advantages of determinantal point processes defined on finite spaces and, as such, is particularly amenable to statistical, numerical,…

Machine Learning · Computer Science 2019-06-19 Bartłomiej Błaszczyszyn , Paul Keeler

Determinantal point processes (DPPs) are repulsive point processes where the interaction between points depends on the determinant of a positive-semi definite matrix. In this paper, we study the limiting process of L-ensembles based on…

Probability · Mathematics 2022-06-01 Simon Barthelmé , Nicolas Tremblay , Konstantin Usevich , Pierre-Olivier Amblard

In the present paper and the companion paper [8] a probabilistic (statistical mechanical) approach to the study of canonical metrics and measures on a complex algebraic variety X is introduced. On any such variety with positive Kodaira…

Differential Geometry · Mathematics 2016-09-20 Robert J. Berman

Stochastic partial differential equations driven by Poisson random measures (PRM) have been proposed as models for many different physical systems, where they are viewed as a refinement of a corresponding noiseless partial differential…

Probability · Mathematics 2012-09-25 Amarjit Budhiraja , Jiang Chen , Paul Dupuis