Related papers: The projective ensemble and distribution of points…
By applying an idea of Borodin and Olshanski [J. Algebra 313 (2007), 40-60], we study various scaling limits of determinantal point processes with trace class projection kernels given by spectral projections of selfadjoint Sturm-Liouville…
We study positive definiteness of kernels $K(x,y)$ on two-point homogeneous spaces. As opposed to the classical case, which has been developed and studied in the existing literature, we allow the kernel to have an (integrable) singularity…
Determinantal point processes have arisen in diverse settings in recent years and have been investigated intensively. We study basic combinatorial and probabilistic aspects in the discrete case. Our main results concern relationships with…
We define spherical diffraction measures for a wide class of weighted point sets in commutative spaces, i.e. proper homogeneous spaces associated with Gelfand pairs. In the case of the hyperbolic plane we can interpret the spherical…
Three particles floating on a fluid surface define a triangle. The aim of this paper is to characterise the shape of the triangle, defined by two of its angles, as the three vertices are subject to a complex or turbulent motion. We consider…
The point process of vertices of an iteration infinitely divisible or more specifically of an iteration stable random tessellation in the Euclidean plane is considered. We explicitly determine its covariance measure and its pair-correlation…
We consider periodic energy problems in Euclidean space with a special emphasis on long-range potentials that cannot be defined through the usual infinite sum. One of our main results builds on more recent developments of Ewald summation to…
We consider mixture models where location parameters are a priori encouraged to be well separated. We explore a class of determinantal point process (DPP) mixture models, which provide the desired notion of separation or repulsion. Instead…
Mixtures of hard hyperspheres in odd space dimensionalities are studied with an analytical approximation method. This technique is based on the so-called Rational Function Approximation and provides a procedure for evaluating equations of…
In this paper, we introduce a two-parameters determinantal point process in the Poincar\'e disc and compute the asymptotics of the variance of its number of particles inside a disc centered at the origin and of radius $r$ as $r$ tends to…
Non-Hermitian random matrices with symplectic symmetry provide examples for Pfaffian point processes in the complex plane. These point processes are characterised by a matrix valued kernel of skew-orthogonal polynomials. We develop their…
The diffraction of various random subsets of the integer lattice $\mathbb{Z}^{d}$, such as the coin tossing and related systems, are well understood. Here, we go one important step beyond and consider random point sets in $\mathbb{R}^{d}$.…
We consider discrete orthogonal polynomial ensembles which are discrete analogues of the orthogonal polynomial ensembles in random matrix theory. These ensembles occur in certain problems in combinatorial probability and can be thought of…
The aim of this paper is to study the behavior of the weighted empirical measures of the decreasing step Euler scheme of a one-dimensional diffusion process having multiple invariant measures. This situation can occur when the drift and the…
We introduce seven families of stochastic systems of interacting particles in one-dimension corresponding to the seven families of irreducible reduced affine root systems. We prove that they are determinantal in the sense that all…
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…
In contrast to classical reinforcement learning (RL), distributional RL algorithms aim to learn the distribution of returns rather than their expected value. Since the nature of the return distribution is generally unknown a priori or…
The wave speed of a stochastic wave equation driven by Riesz noise on the unbounded multidimensional spatial domain is estimated based on discrete measurements. Central limit theorems for second-order variations of the observations in…
Here we explore the geometry of the osculating spaces to projective varieties of arbitrary dimension. In particular, we classify varieties having very degenerate higher order osculating spaces and we determine mild conditions for the…
Define the scaled empirical point process on an independent and identically distributed sequence $\{Y_i: i\le n\}$ as the random point measure with masses at $a_n^{-1} Y_i$. For suitable $a_n$ we obtain the weak limit of these point…