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We show in this paper that after proper scalings, the characteristic polynomial of a random unitary matrix converges almost surely to a random analytic function whose zeros, which are on the real line, form a determinantal point process…

Probability · Mathematics 2018-08-07 Reda Chhaibi , Joseph Najnudel , Ashkan Nikeghbali

For a tuple $A=(A_1,\ A_2,\ ...,\ A_n)$ of elements in a unital Banach algebra ${\mathcal B}$, its projective joint spectrum $P(A)$ is the collection of $z\in {\mathbb C}^n$ such that $A(z)=z_1A_1+z_2A_2+\cdots +z_nA_n$ is not invertible.…

Functional Analysis · Mathematics 2020-03-02 Ronald G. Douglas , Rongwei Yang

We study the problem of parallelizing sampling from distributions related to determinants: symmetric, nonsymmetric, and partition-constrained determinantal point processes, as well as planar perfect matchings. For these distributions, the…

Data Structures and Algorithms · Computer Science 2023-05-01 Nima Anari , Callum Burgess , Kevin Tian , Thuy-Duong Vuong

The convergence of a sequence of point processes with dependent points, defined by a symmetric function of iid high-dimensional random vectors, to a Poisson random measure is proved. This also implies the convergence of the joint…

Probability · Mathematics 2024-02-14 Johannes Heiny , Carolin Kleemann

We state combinatorial formulas for hyperoctahedral group ($\mathfrak B_n$) character evaluations of the form $\chi( {{\widetilde C}_w}^{\negthickspace\negthickspace BC}\negthickspace(1))$, where ${{\widetilde…

Combinatorics · Mathematics 2025-09-16 Mark Skandera

Let X be a locally compact Polish space and let m be a reference Radon measure on X. Let $\Gamma_X$ denote the configuration space over X, that is, the space of all locally finite subsets of X. A point process on X is a probability measure…

Probability · Mathematics 2013-07-25 Eugene Lytvynov

A specific family of point processes are introduced that allow to select samples for the purpose of estimating the mean or the integral of a function of a real variable. These processes, called quasi-systematic processes, depend on a tuning…

Methodology · Statistics 2016-07-19 Matthieu Wilhelm , Yves Tillé , Lionel Qualité

Existing MAP inference algorithms for determinantal point processes (DPPs) need to calculate determinants or conduct eigenvalue decomposition generally at the scale of the full kernel, which presents a great challenge for real-world…

Machine Learning · Computer Science 2015-03-24 Jinye Zhang , Zhijian Ou

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

Macdonald processes are measures on sequences of integer partitions built using the Cauchy summation identity for Macdonald symmetric functions. These measures are a useful tool to uncover the integrability of many probabilistic systems,…

Probability · Mathematics 2020-05-27 Guillaume Barraquand , Alexei Borodin , Ivan Corwin

Under explicit diophantine conditions on $(\alpha,\beta)\in\RR^2$, we prove that the local two-point correlations of the sequence given by the values $(m-\alpha)^2+\break (n-\beta)^2$, with $(m,n)\in\ZZ^2$, are those of a Poisson process.…

Number Theory · Mathematics 2007-05-23 Jens Marklof

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

In this paper we display a family of Gaussian processes, with explicit formulas and transforms. This is presented with the use of duality tools in such a way that the corresponding path-space measures are mutually singular. We make use of a…

Mathematical Physics · Physics 2022-04-27 Daniel Alpay , Palle Jorgensen , Motke Porat

We study probability measures on partitions based on symmetric Grothendieck polynomials. These deformations of Schur polynomials introduced in the K-theory of Grassmannians share many common properties. Our Grothendieck measures are analogs…

Probability · Mathematics 2024-03-26 Svetlana Gavrilova , Leonid Petrov

Given a fixed $n\times d$ matrix $\mathbf{X}$, where $n\gg d$, we study the complexity of sampling from a distribution over all subsets of rows where the probability of a subset is proportional to the squared volume of the parallelepiped…

Machine Learning · Computer Science 2019-02-25 Michał Dereziński

Conditional restricted Boltzmann machines are undirected stochastic neural networks with a layer of input and output units connected bipartitely to a layer of hidden units. These networks define models of conditional probability…

Neural and Evolutionary Computing · Computer Science 2015-03-13 Guido Montufar , Nihat Ay , Keyan Ghazi-Zahedi

We use techniques of Malliavin calculus to study the convergence in law of a family of generalized Rosenblatt processes $Z_\gamma$ with kernels defined by parameters $\gamma$ taking values in a tetrahedral region $\Delta$ of $\RR^q$. We…

Probability · Mathematics 2017-05-09 Denis Bell , David Nualart

We describe the fundamental constructions and properties of determinantal probability measures and point processes, giving streamlined proofs. We illustrate these with some important examples. We pose several general questions and…

Probability · Mathematics 2018-09-10 Russell Lyons

We define a class of continuous graded graphs similar to the graph of Gelfand--Tsetlin patterns, and describe the set of all ergodic central measures of discrete type on the path spaces of such graphs. The main observation is that an…

Combinatorics · Mathematics 2022-09-26 A. Vershik , F. Petrov

We consider a sequence of Hawkes processes whose excitation measures may depend on the generation, and study its scaling limits in the near-unstable limiting regime. The limiting random measures, characterized via a nonlinear convolutional…

Probability · Mathematics 2026-04-08 Tristan Pace , Gordan Zitkovic