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We study determinantal random point processes on a compact complex manifold X associated to an Hermitian metric on a line bundle over X and a probability measure on X. Physically, this setup describes a free fermion gas on X subject to a…

Complex Variables · Mathematics 2011-06-27 Robert J. Berman

Given a positive definite, bounded linear operator $A$ on the Hilbert space $\mathcal{H}_0:=l^2(E)$, we consider a reproducing kernel Hilbert space $\mathcal{H}_+$ with a reproducing kernel $A(x,y)$. Here $E$ is any countable set and…

Probability · Mathematics 2007-05-23 Hyun Jae Yoo

In machine learning, we are given a dataset of the form $\{(\mathbf{x}_j,y_j)\}_{j=1}^M$, drawn as i.i.d. samples from an unknown probability distribution $\mu$; the marginal distribution for the $\mathbf{x}_j$'s being $\mu^*$. We propose…

Machine Learning · Computer Science 2019-01-11 H. N. Mhaskar , A. Cloninger , X. Cheng

Let "mu" be a point process on a countable discrete space "X". Under assumption that "mu" is quasi-invariant with respect to any finitary permutation of "X", we describe a general scheme for constructing an equilibrium Kawasaki dynamics for…

Probability · Mathematics 2012-10-05 Eugene Lytvynov , Grigori Olshanski

We introduce and study a class of determinantal probability measures generalising the class of discrete determinantal point processes. These measures live on the Grassmannian of a real, complex, or quaternionic inner product space that is…

Probability · Mathematics 2023-08-22 Adrien Kassel , Thierry Lévy

The paper contains an exposition of recent as well as old enough results on determinantal random point fields. We start with some general theorems including the proofs of the necessary and sufficient condition for the existence of the…

Probability · Mathematics 2015-06-26 Alexander Soshnikov

The Gamma kernel is a projection kernel of the form (A(x)B(y)-B(x)A(y))/(x-y), where A and B are certain functions on the one-dimensional lattice expressed through Euler's Gamma function. The Gamma kernel depends on two continuous…

Probability · Mathematics 2013-03-04 Grigori Olshanski

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

We study determinantal point processes on $\mathbb{C}$ induced by the reproducing kernels of generalized Fock spaces as well as those on the unit disc $\mathbb{D}$ induced by the reproducing kernels of generalized Bergman spaces. In the…

Probability · Mathematics 2016-12-01 Alexander I. Bufetov , Yanqi Qiu

The Determinantal Point Process (DPP) is a parameterized model for multivariate binary variables, characterized by a correlation kernel matrix. This paper proposes a closed form estimator of this kernel, which is particularly easy to…

Machine Learning · Statistics 2025-05-21 Christian Gouriéroux , Yang Lu

Let $F$ be a non-discrete non-Archimedean local field. For any subset $S\subset F$ with finite Haar measure, there is a stationary determinantal point process on $F$ with correlation kernel $\widehat{\mathbb{1}}_S(x-y)$, where…

Probability · Mathematics 2017-02-24 Yanqi Qiu

The heat kernel on the symmetric space of positive definite Hermitian matrices is used to endow the spaces of Bergman metrics of degree k on a Riemann surface M with a family of probability measures depending on a choice of the background…

Probability · Mathematics 2016-08-10 Semyon Klevtsov , Steve Zelditch

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

We study the asymptotics of certain measures on partitions (the so-called z-measures and their relatives) in two different regimes: near the diagonal of the corresponding Young diagram and in the intermediate zone between the diagonal and…

Mathematical Physics · Physics 2007-05-23 Alexei Borodin , Grigori Olshanski

We introduce and study a 2-parameter family of unitarily invariant probability measures on the space of infinite Hermitian matrices. We show that the decomposition of a measure from this family on ergodic components is described by a…

Mathematical Physics · Physics 2009-10-31 Alexei Borodin , Grigori Olshanski

For a determinantal point process induced by the reproducing kernel of the weighted Bergman space $A^2(U, \omega)$ over a domain $U \subset \mathbb{C}^d$, we establish the mutual absolute continuity of reduced Palm measures of any order…

Probability · Mathematics 2017-03-28 Alexander I. Bufetov , Shilei Fan , Yanqi Qiu

The matrix Whittaker kernel has been introduced by A. Borodin in Part IV of the present series of papers. This kernel describes a point process -- a probability measure on a space of countable point configurations. The kernel is expressed…

Representation Theory · Mathematics 2007-05-23 Grigori Olshanski

The main result of this paper, Theorem 1.5, establishes a conjecture of Lyons and Peres: for a determinantal point process governed by a reproducing kernel, the system of kernels sampled at the particles of a random configuration is…

Probability · Mathematics 2018-12-19 Alexander I. Bufetov , Yanqi Qiu , Alexander Shamov

Determinantal point processes (DPPs) are point process models that naturally encode diversity between the points of a given realization, through a positive definite kernel $K$. DPPs possess desirable properties, such as exact sampling or…

Computation · Statistics 2015-07-07 Rémi Bardenet , Michalis K. Titsias

Determinantal point processes (DPPs for short) are a class of repulsive point processes. They have found some statistical applications to model spatial point pattern datasets with repulsion between close points. In the case of DPPs on…

Statistics Theory · Mathematics 2025-07-28 Poinas Arnaud