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We study point processes that consist of certain centers of point tuples of an underlying Poisson process. Such processes arise in stochastic geometry in the study of exceedances of various functionals describing geometric properties of the…

Probability · Mathematics 2022-12-26 Moritz Otto

We study natural invariance properties of functionals defined on L\'evy processes and show that they can be described by a simplified structure of the deterministic chaos kernels in It\^o's chaos expansion. These structural properties of…

Probability · Mathematics 2016-06-20 F. Baumgartner , S. Geiss

The purpose of this article is to develop a theory behind the occurrence of "path-integral" kernels in the study of extended determinantal point processes and non-intersecting line ensembles. Our first result shows how determinants…

Probability · Mathematics 2020-10-15 Alexei Borodin , Ivan Corwin , Daniel Remenik

We give natural constructions of number rigid determinantal point processes on the unit disc $\mathbb{D}$ with sub-Bergman kernels of the form \[ K_\Lambda(z, w) = \sum_{n\in \Lambda}(n+1) z^n \bar{w}^n, \quad z, w \in \mathbb{D}, \] with…

Probability · Mathematics 2020-01-24 Yanqi Qiu , Kai Wang

We consider determinantal point processes on the $d$-dimensional unit sphere $\mathbb S^d$. These are finite point processes exhibiting repulsiveness and with moment properties determined by a certain determinant whose entries are specified…

Methodology · Statistics 2016-07-14 Jesper Møller , Morten Nielsen , Emilio Porcu , Ege Rubak

Construct a random set by independently selecting each finite subset of the integers with some probability depending on the set up to translations and taking the union of the selected sets. We show that when the only sets selected with…

Probability · Mathematics 2025-06-06 Yinon Spinka

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

This article employs the relation between probabilities of two consecutive values of a Poisson random variable to derive conditions for the weak convergence of point processes to a Poisson process. As applications, we consider the starting…

Probability · Mathematics 2021-01-20 Federico Pianoforte , Matthias Schulte

Poisson processes and one-dimensional Poisson point processes satisfy three main properties: superposition, thinning, and conditioning. The proof of the first two relies on basic estimates involving the Poisson distribution that are also…

Probability · Mathematics 2025-09-01 Nicolas Lanchier

In this manuscript, we introduce the quadratic--phase Fourier--Bessel transform and develop its foundational properties, including continuity, the Riemann--Lebesgue lemma, reversibility, and Parseval's identity. We define the associated…

Mathematical Physics · Physics 2026-01-22 Ahmed Saoudi

Determinantal point processes (DPPs) have attracted substantial attention as an elegant probabilistic model that captures the balance between quality and diversity within sets. DPPs are conventionally parameterized by a positive…

Machine Learning · Computer Science 2020-11-16 Mike Gartrell , Victor-Emmanuel Brunel , Elvis Dohmatob , Syrine Krichene

We consider determinantal point processes on a compact complex manifold X in the limit of many particles. The correlation kernels of the processes are the Bergman kernels associated to a a high power of a given Hermitian holomorphic line…

Complex Variables · Mathematics 2016-12-15 Robert J. Berman

We construct a canonical embedding of the space $L^2$ over a determinantal point process to the fermionic Fock space. Equivalently, we show that a determinantal process is the spectral measure for some explicit commutative group of Gaussian…

Mathematical Physics · Physics 2012-11-27 Yurii A. Neretin

Stationary determinantal point processes are proved to be Brillinger mixing. This property is an important step towards asymptotic statistics for these processes. As an important example, a central limit theorem for a wide class of…

Statistics Theory · Mathematics 2015-07-24 Christophe Ange Napoléon Biscio , Frédéric Lavancier

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…

Probability · Mathematics 2017-12-14 Nizar Demni , Pierre Lazag

We give a complete description of bounded radial Toeplitz operators on the Hilbert space associated with a Cayley tree. As an application, we give a complete classification of a rich family of determinantal point processes on Cayley trees…

Functional Analysis · Mathematics 2019-12-17 Yanqi Qiu

This note aims at presenting several new theoretical results for the compound Poisson point process, which follows the work of Zhang \emph{et al.} [Insurance~Math.~Econom.~59(2014), 325-336]. The first part provides a new characterization…

Statistics Theory · Mathematics 2019-12-10 Huiming Zhang , Xiaoxu Wu

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 study a class of stationary processes indexed by $\Z^d$ that are defined via minors of $d$-dimensional (multilevel) Toeplitz matrices. We obtain necessary and sufficient conditions for phase multiplicity (the existence of a phase…

Probability · Mathematics 2010-04-27 Russell Lyons , Jeffrey E. Steif

When the number of particles $N$ is finite, the noncolliding Brownian motion (BM) and the noncolliding squared Bessel process with index $\nu > -1$ (BESQ$^{(\nu)}$) are determinantal processes for arbitrary fixed initial configurations. In…

Probability · Mathematics 2012-01-04 Makoto Katori