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The main result of this paper states that if $(N, \Pi)$ is a pair of independent point processes on a common ground space with $N$ Poisson and $\Pi$ determinantal induced by a locally trace class (not necessarily self-adjoint) correlation…

Probability · Mathematics 2017-10-27 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

Using the Palm measure notion, we prove the existence of the diffraction measure of all stationary and ergodic point processes. We get precise expressions of those measures in the case of specific processes : stochastic subsets of Z^d, sets…

Probability · Mathematics 2007-05-23 Jean-Baptiste Gouéré

We prove a dichotomy between absolute continuity and singularity of the Ginibre point process $\mathsf{G}$ and its reduced Palm measures $\{\mathsf{G}_{\mathbf{x}}, \mathbf{x} \in \mathbb{C}^{\ell}, \ell = 0,1,2\dots\}$, namely, reduced…

Probability · Mathematics 2015-04-07 Hirofumi Osada , Tomoyuki Shirai

We prove that general correlation functions of both ratios and products of characteristic polynomials of Hermitian random matrices are governed by integrable kernels of three different types: a) those constructed from orthogonal…

Mathematical Physics · Physics 2009-11-07 Eugene Strahov , Yan V. Fyodorov

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

The first main result of this note, Theorem 1.2, establishes the determinantal identities (7) and (8) for the expectation, under a determinantal point process governed by an integrable projection kernel, of scaling limits of characteristic…

Probability · Mathematics 2021-11-11 Alexander I. Bufetov , Pierre Lazag

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

We prove a local central limit theorem (LCLT) for the number of points $N(J)$ in a region $J$ in $\mathbb R^d$ specified by a determinantal point process with an Hermitian kernel. The only assumption is that the variance of $N(J)$ tends to…

Mathematical Physics · Physics 2015-06-18 Peter J. Forrester , Joel L. Lebowitz

Let $U$ be a random unitary matrix drawn from the Hua-Pickrell distribution $\mu_{\mathrm{U}(n+m)}^{(\delta)}$ on the unitary group $\mathrm{U}(n+m)$. We show that the eigenvalues of the truncated unitary matrix $[U_{i,j}]_{1\leq i,j\leq…

Probability · Mathematics 2022-05-17 Zhaofeng Lin , Yanqi Qiu , Kai Wang

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

We distinguish a class of random point processes which we call Giambelli compatible point processes. Our definition was partly inspired by determinantal identities for averages of products and ratios of characteristic polynomials for random…

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

The gamma kernels are a family of projection kernels $K^{(z,z')}=K^{(z,z')}(x,y)$ on a doubly infinite $1$-dimensional lattice. They are expressed through Euler's gamma function and depend on two continuous parameters $z,z'$. The gamma…

Probability · Mathematics 2024-08-15 Alexander I. Bufetov , Grigori Olshanski

For a locally finite point set $\Lambda \subset \mathbb{R}$, consider the collection of exponential functions given by $\mathcal{E}_{\Lambda}:= \{e^{i \lambda x} : \lambda \in L \}$. We examine the question whether $\mathcal{E}_{\Lambda}$…

Probability · Mathematics 2014-10-23 Subhro Ghosh

We study conditions so that the determinantal point process $\Lambda_\phi$ associated to a generalized Fock space defined by a doubling subharmonic weight $\phi$ is almost surely a separated sequence in $\mathbb C$. Under a natural…

Complex Variables · Mathematics 2025-02-11 Giuseppe Lamberti , Xavier Massaneda

We present a solution to a problem suggested by Philippe Biane: We prove that a certain Plancherel-type probability distribution on partitions converges, as partitions get large, to a new determinantal random point process on the set…

Probability · Mathematics 2008-03-02 Alexei Borodin , Grigori Olshanski

A determinantal point process (DPP) is an ensemble of random nonnegative-integer-valued Radon measures, whose correlation functions are all given by determinants specified by an integral kernel called the correlation kernel. First we show…

Probability · Mathematics 2020-03-11 Makoto Katori

For general thinning procedures, its inverse operation, the condensing, is studied and a link to integration-by-parts formulas is established. This extends the recent results on that link for independent thinnings of point processes to…

Probability · Mathematics 2017-04-26 Mathias Rafler

The Ginibre point process is given by the eigenvalue distribution of a non-hermitian complex Gaussian matrix in the infinite matrix-size limit. This is a determinantal point process (DPP) on the complex plane ${\mathbb{C}}$ in the sense…

Probability · Mathematics 2022-03-18 Makoto Katori

We impose the uniform probability measure on the set of all discrete Gelfand-Tsetlin patterns of depth $n$ with the particles on row $n$ in deterministic positions. These systems equivalently describe a broad class of random tilings models,…

Probability · Mathematics 2018-07-03 Erik Duse , Anthony Metcalfe