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Determinantal process is a dynamical extension of a determinantal point process such that any spatio-temporal correlation function is given by a determinant specified by a single continuous function called the correlation kernel.…

Probability · Mathematics 2013-07-10 Makoto Katori

We consider a family {P} of determinantal point processes arising in representation theory and random matrix theory. The processes live on the one-dimensional lattice and their correlation kernels correspond to projection operators in the…

Probability · Mathematics 2013-03-04 Grigori Olshanski

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

We consider the determinantal point process with the confluent hypergeometric kernel. This process is a universal point process in random matrix theory and describes the distribution of eigenvalues of large random Hermitian matrices near…

Mathematical Physics · Physics 2024-02-20 Shuai-Xia Xu , Shu-Quan Zhao , Yu-Qiu Zhao

Penrose transform tells us that there is an isomorphism of the kernel of an invariant differential operator studied in the paper [TS] and sheaf cohomology of some vector bundle on twistor space. The point of this paper is to write down this…

Differential Geometry · Mathematics 2016-11-26 Tomáš Salač

We study Fredholm determinants of a class of integral operators, whose kernels can be expressed as double contour integrals of a special type. Such Fredholm determinants appear in various random matrix and statistical physics models. We…

Mathematical Physics · Physics 2020-10-29 Mattia Cafasso , Tom Claeys , Manuela Girotti

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

We recently characterized the separated determinantal point processes $\Lambda_\phi$ associated with Fock spaces $\mathcal F_\phi$ in the plane with doubling weight $\phi$. We also showed that, as expected, a more restrictive condition is…

Complex Variables · Mathematics 2026-01-06 Giuseppe Lamberti , Xavier Massaneda

We show how the Riemann-Hilbert problem can be used to compute correlation kernels for determinantal point processes arising in different models of asymptotic combinatorics and representation theory. The Whittaker kernel and the discrete…

Representation Theory · Mathematics 2007-05-23 Alexei Borodin

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

This article develops an analytical framework for studying information divergences and likelihood ratios associated with Poisson processes and point patterns on general measurable spaces. The main results include explicit analytical…

Statistics Theory · Mathematics 2024-10-07 Lasse Leskelä

We discuss several examples of point processes (all taken from Hough, Krishnapur, Peres, Vir\'ag (2009)) for which the autocorrelation and diffraction measures can be calculated explicitly. These include certain classes of determinantal and…

Mathematical Physics · Physics 2015-07-22 Michael Baake , Holger Kösters , Robert V. Moody

A point process is said to be rigid if for any bounded domain in the phase space, the number of particles in the domain is almost surely determined by the restriction of the configuration to the complement of our bounded domain. The main…

Probability · Mathematics 2015-06-26 Alexander I. Bufetov

We connect shift-invariant characteristic kernels to infinitely divisible distributions on $\mathbb{R}^{d}$. Characteristic kernels play an important role in machine learning applications with their kernel means to distinguish any two…

Machine Learning · Statistics 2016-10-26 Yu Nishiyama , Kenji Fukumizu

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 study the problem raised in [Marco Stevens, Equivalent symmetric kernels of determinantal point processes, RMTA, 10(03):2150027, 2021] concerning the extension of its main result to the more general (potentially non-symmetric) setting.…

Classical Analysis and ODEs · Mathematics 2026-04-07 Harry Sapranidis Mantelos

We review the basic properties of paired operators and their adjoints, the transposed paired operators, with particular reference to commutation relations, and we study the properties of their kernels, bringing out their similarities and…

Functional Analysis · Mathematics 2024-12-23 M. Cristina Câmara , Jonathan R. Partington

It has been conjectured since the work of Lalley and Sellke (1987) that the branching Brownian motion seen from its tip (e.g. from its rightmost particle) converges to an invariant point process. Very recently, it emerged that this can be…

Probability · Mathematics 2012-10-01 E. Aïdékon , J. Berestycki , É. Brunet , Z. Shi

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 present a positive solution to the so-called Bernoulli Conjecture concerning the characterization of sample boundedness of Bernoulli processes. We also discuss some applications and related open problems.

Probability · Mathematics 2014-09-19 Witold Bednorz , Rafał Latała
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