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We introduce and study a family of random processes with a discrete time related to products of random matrices. Such processes are formed by singular values of random matrix products, and the number of factors in a random matrix product…

Mathematical Physics · Physics 2015-11-06 Eugene Strahov

One object of interest in random matrix theory is a family of point ensembles (random point configurations) related to various systems of classical orthogonal polynomials. The paper deals with a one--parametric deformation of these…

Classical Analysis and ODEs · Mathematics 2009-10-31 Alexei Borodin

In this paper, we will derive the first and 2nd order Wiener chaos decomposition for the multivariate linear statistics of the determinantal point processes associated with the spectral projection kernels on the unit spheres $S^d$. We will…

Probability · Mathematics 2023-01-24 Renjie Feng , Friedrich Götze , Dong Yao

When faced with a data set too large to be processed all at once, an obvious solution is to retain only part of it. In practice this takes a wide variety of different forms, and among them "coresets" are especially appealing. A coreset is a…

Machine Learning · Statistics 2020-01-07 Nicolas Tremblay , Simon Barthelmé , Pierre-Olivier Amblard

We compute the full off-diagonal asymptotics of the equivariant and partial Bergman kernels associated with a circle action on a prequantized K\"ahler manifold with bounded geometry at infinity, then use these results to compute the…

Differential Geometry · Mathematics 2025-11-26 Louis Ioos

The unitary group with the Haar probability measure is called Circular Unitary Ensemble. All the eigenvalues lie on the unit circle in the complex plane and they can be regarded as a determinantal point process on $\mathbb{S}^1$. It is also…

Probability · Mathematics 2022-03-16 Makoto Katori , Tomoyuki Shirai

A determinantal point process (DPP) is an ensemble of random nonnegative-integer-valued Radon measures $\Xi$ on a space $S$ with measure $\lambda$, whose correlation functions are all given by determinants specified by an integral kernel…

Probability · Mathematics 2021-09-08 Makoto Katori , Tomoyuki Shirai

Just as knowing some roots of a polynomial allows one to factor it, a well-known result provides a factorization of any scalar differential operator given a set of linearly independent functions in its kernel. This note provides a…

Rings and Algebras · Mathematics 2015-09-18 Alex Kasman

A symmetric function of $N$ variables can be given in terms of symmetric polynomials of these variables. We determine those symmetric polynomials in which the dual differential operators take the neatest form when expressed in terms of our…

Classical Analysis and ODEs · Mathematics 2023-02-02 Shaul Zemel

A determinantal point process (DPP) is a probabilistic model of set diversity compactly parameterized by a positive semi-definite kernel matrix. To fit a DPP to a given task, we would like to learn the entries of its kernel matrix by…

Machine Learning · Statistics 2014-11-06 Jennifer Gillenwater , Alex Kulesza , Emily Fox , Ben Taskar

We define deep kernel processes in which positive definite Gram matrices are progressively transformed by nonlinear kernel functions and by sampling from (inverse) Wishart distributions. Remarkably, we find that deep Gaussian processes…

Machine Learning · Statistics 2021-06-01 Laurence Aitchison , Adam X. Yang , Sebastian W. Ober

Determinantal Point Processes (DPPs) are popular models for point processes with repulsion. They appear in numerous contexts, from physics to graph theory, and display appealing theoretical properties. On the more practical side of things,…

Statistics Theory · Mathematics 2018-08-22 Simon Barthelmé , Pierre-Olivier Amblard , Nicolas Tremblay

Determinantal point processes (DPPs) have attracted significant attention in machine learning for their ability to model subsets drawn from a large item collection. Recent work shows that nonsymmetric DPP (NDPP) kernels have significant…

Machine Learning · Computer Science 2021-04-14 Mike Gartrell , Insu Han , Elvis Dohmatob , Jennifer Gillenwater , Victor-Emmanuel Brunel

Transformationally invariant processors constructed by transformed input vectors or operators have been suggested and applied to many applications. In this study, transformationally identical processing based on combining results of all…

Computer Vision and Pattern Recognition · Computer Science 2018-08-21 ShihChung B. Lo , Matthew T. Freedman , Seong K. Mun

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

It is known that determinantal point processes have an intimate relation to operator algebras. In the paper, we extend this relationship to encompass dynamical aspects. Especially, we delve into two types of determinantal point processes.…

Operator Algebras · Mathematics 2023-09-06 Ryosuke Sato

A symmetric pseudo-Boolean function is a map from Boolean tuples to real numbers which is invariant under input variable interchange. We prove that any such function can be equivalently expressed as a power series or factorized. The kernel…

Combinatorics · Mathematics 2023-08-23 Richik Sengupta , Jacob Biamonte

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

We find the transition kernels for four Markovian interacting particle systems on the line, by proving that each of these kernels is intertwined with a Karlin-McGregor type kernel. The resulting kernels all inherit the determinantal…

Probability · Mathematics 2008-12-06 A. B. Dieker , J. Warren

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