English
Related papers

Related papers: Quasi-invariance and integration by parts for dete…

200 papers

We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and…

Probability · Mathematics 2015-09-30 Laurent Decreusefond , Ian Flint , Nicolas Privault , Giovanni Luca Torrisi

We give a probabilistic introduction to determinantal and permanental point processes. Determinantal processes arise in physics (fermions, eigenvalues of random matrices) and in combinatorics (nonintersecting paths, random spanning trees).…

Probability · Mathematics 2016-08-16 J. Ben Hough , Manjunath Krishnapur , Yuval Peres , Bálint Virág

The main result of this paper is that determinantal point processes on the real line corresponding to projection operators with integrable kernels are quasi-invariant, in the continuous case, under the group of diffeomorphisms with compact…

Probability · Mathematics 2016-12-01 Alexander I. Bufetov

In this note we present new examples of determinantal point processes with infinitely many particles. The particles live on the half-lattice {1,2,...} or on the open half-line (0,+\infty). The main result is the computation of the…

Probability · Mathematics 2010-11-16 Leonid Petrov

We consider simple random walks on Delaunay triangulations generated by point processes in $\mathbb{R}^d$. Under suitable assumptions on the point processes, we show that the random walk satisfies an almost sure (or quenched) invariance…

Probability · Mathematics 2014-12-17 Arnaud Rousselle

A noncolliding diffusion process is a conditional process of $N$ independent one-dimensional diffusion processes such that the particles never collide with each other. This process realizes an interacting particle system with long-ranged…

Probability · Mathematics 2011-10-21 Makoto Katori , Hideki Tanemura

We study point processes on the real line whose configurations $X$ are locally finite, have a maximum and evolve through increments which are functions of correlated Gaussian variables. The correlations are intrinsic to the points and…

Probability · Mathematics 2010-10-26 Louis-Pierre Arguin , Michael Aizenman

We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. ``Quasi-stationary states'' are defined as probability measures, on the \sigma-algebra generated by the gap variables,…

Probability · Mathematics 2007-05-23 Anastasia Ruzmaikina , Michael Aizenman

We develop a theory of insertion and deletion tolerance for point processes. A process is insertion-tolerant if adding a suitably chosen random point results in a point process that is absolutely continuous in law with respect to the…

Probability · Mathematics 2013-02-19 Alexander E. Holroyd , Terry Soo

We study the stability of a vector field associated to a nearly-integrable Hamiltonian dynamical system to which a dissipation is added. Such a system is governed by two parameters, named the perturbing and dissipative parameters, and it…

Dynamical Systems · Mathematics 2012-02-14 Alessandra Celletti , Christoph Lhotka

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 are models for regular spatial point patterns, with appealing probabilistic properties. We present their spatio-temporal counterparts and give examples of these models, based on spatio-temporal covariance…

Statistics Theory · Mathematics 2023-01-09 Nafiseh Vafaei , Mohammad Ghorbani , Masoud Ganji , Mari Myllymäki

For a class of one-dimensional determinantal point processes including those induced by orthogonal projections with integrable kernels satisfying a growth condition, it is proved that their conditional measures, with respect to the…

Probability · Mathematics 2016-05-05 Alexander I. Bufetov

Determinantal process is a dynamical extension of a determinantal point process such that any spatio-temporal correlation function is given by a determinant specified by a single continuous function called the correlation kernel.…

Probability · Mathematics 2013-07-10 Makoto Katori

Two aspects of noncolliding diffusion processes have been extensively studied. One of them is the fact that they are realized as harmonic Doob transforms of absorbing particle systems in the Weyl chambers. Another aspect is integrability in…

Probability · Mathematics 2014-07-18 Makoto Katori

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

Many random combinatorial objects have a component structure whose joint distribution is equal to that of a process of mutually independent random variables, conditioned on the value of a weighted sum of the variables. It is interesting to…

Probability · Mathematics 2013-08-16 Richard Arratia , Simon Tavare

Reversible measures of the Fleming-Viot process are shown to be characterized as quasi-invariant measures with a cocycle given in terms of the mutation operator. As applications, we give certain integral characterization of…

Probability · Mathematics 2016-09-07 Kenji Handa

Consider Bernoulli(1/2) percolation on $\mathbb{Z}^d$, and define a perfect matching between open and closed vertices in a way that is a deterministic equivariant function of the configuration. We want to find such matching rules that make…

Probability · Mathematics 2020-05-11 Adam Timar

A determinantal point process is a stochastic point process that is commonly used to capture negative correlations. It has become increasingly popular in machine learning in recent years. Sampling a determinantal point process however…

Numerical Analysis · Mathematics 2020-09-02 Lexing Ying
‹ Prev 1 2 3 10 Next ›