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We characterize the condition $(\Omega)$ for smooth kernels of partial differential operators in terms of the existence of shifted fundamental solutions satisfying certain properties. The conditions $(P\Omega)$ and…

Functional Analysis · Mathematics 2024-10-15 Andreas Debrouwere , Thomas Kalmes

Determinantal point processes (DPPs) have attracted significant attention as an elegant model that is able to capture the balance between quality and diversity within sets. DPPs are parameterized by a positive semi-definite kernel matrix.…

Machine Learning · Statistics 2019-05-30 Mike Gartrell , Elvis Dohmatob , Jon Alberdi

We obtain large gap asymptotics for Airy kernel Fredholm determinants with any number $m$ of discontinuities. These $m$-point determinants are generating functions for the Airy point process and encode probabilistic information about…

Mathematical Physics · Physics 2019-09-04 Christophe Charlier , Tom Claeys

For the plane, sphere, and hyperbolic plane we consider the canonical invariant determinantal point processes with intensity rho dnu, where nu is the corresponding invariant measure. We show that as rho converges to infinity, after…

Probability · Mathematics 2021-03-23 Brian Rider , Balint Virag

Consider the zero set of the random power series f(z)=sum a_n z^n with i.i.d. complex Gaussian coefficients a_n. We show that these zeros form a determinantal process: more precisely, their joint intensity can be written as a minor of the…

Probability · Mathematics 2011-11-10 Yuval Peres , Balint Virag

The Determinantal Point Process (DPP) is a parameterized model for multivariate binary variables, characterized by a correlation kernel matrix. This paper proposes a closed form estimator of this kernel, which is particularly easy to…

Machine Learning · Statistics 2025-05-21 Christian Gouriéroux , Yang Lu

Various best-choice problems related to the planar homogeneous Poisson process in finite or semi-infinite rectangle are studied. The analysis is largely based on properties of the one-dimensional box-area process associated with the…

Probability · Mathematics 2007-05-23 Alexander Gnedin

We develop nonparametric Bayesian modelling approaches for Poisson processes, using weighted combinations of structured beta densities to represent the point process intensity function. For a regular spatial domain, such as the unit square,…

Methodology · Statistics 2021-06-10 Chunyi Zhao , Athanasios Kottas

From \cite{re} From \cite{re} it is known that ``translation-invariant Gibbs measures" of the model with an uncountable set of spin values can be described by positive fixed points of a nonlinear integral operator of Hammerstein type. In…

Functional Analysis · Mathematics 2023-06-16 I. M. Mavlonov , Kh. N. Khushvaktov , G. P. Arzikulov , F. H. Haydarov

In the article we study properties of the random integral operator in $L_2(\mathbb{R})$ whose kernel is obtained as a convolution of Gaussian density with a stationary point process.

Probability · Mathematics 2024-07-01 Andrey Dorogovtsev , Iaroslava Korenovska

We study fundamental properties of the gamma process and their relation to various topics such as Poisson-Dirichlet measures and stable processes. We prove the quasi-invariance of the gamma process with respect to a large group of linear…

Probability · Mathematics 2007-05-23 N. Tsilevich , A. Vershik , M. Yor

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

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

We discuss interplays between log-concave functions and log-concave sequences. We prove a Bernstein-type theorem, which characterizes the Laplace transform of log-concave measures on the half-line in terms of log-concavity of the…

Probability · Mathematics 2018-07-10 Bo'az Klartag , Joseph Lehec

In a previous paper, we studied a kernel estimate of the upper edge of a two-dimensional bounded set, based upon the extreme values of a Poisson point process. The initial paper "Geffroy J. (1964) Sur un probl\`eme d'estimation…

Statistics Theory · Mathematics 2012-09-03 Stéphane Girard , Pierre Jacob

Random spanning trees are among the most prominent determinantal point processes. We give four examples of random spanning trees on ladder-like graphs whose rungs form stationary renewal processes or regenerative processes of order two,…

Probability · Mathematics 2017-04-04 Achim Klenke

The boundary behaviour of convolutions with Poisson kernel and with square root from Poisson kernel is essentially differs. The first ones have only nontangential limit. For the last ones the convergence is over domains admittings a…

Classical Analysis and ODEs · Mathematics 2007-05-23 Irina Katkovskaya , Veniamin Krotov

We generalize the standard site percolation model on the $d$-dimensional lattice to a model on random tessellations of $\mathbb R^d$. We prove the uniqueness of the infinite cluster by adapting the Burton-Keane argument…

Probability · Mathematics 2016-09-16 Sebastian Ziesche

We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and…

Probability · Mathematics 2015-09-30 Laurent Decreusefond , Ian Flint , Nicolas Privault , Giovanni Luca Torrisi

We consider a family of linear operators, diagonalized by the Hankel transform. The Fredholm determinants of these operators, restricted to $L_2[0, R]$, are expressed in a convenient form for asymptotic analysis as $R\to\infty$. The result…

Functional Analysis · Mathematics 2025-04-15 Sergei M. Gorbunov