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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

The Gamma kernel is a projection kernel of the form (A(x)B(y)-B(x)A(y))/(x-y), where A and B are certain functions on the one-dimensional lattice expressed through Euler's Gamma function. The Gamma kernel depends on two continuous…

Probability · Mathematics 2013-03-04 Grigori Olshanski

Determinantal point processes (DPPs) are point process models that naturally encode diversity between the points of a given realization, through a positive definite kernel $K$. DPPs possess desirable properties, such as exact sampling or…

Computation · Statistics 2015-07-07 Rémi Bardenet , Michalis K. Titsias

Interpolation and approximation of functionals with conditionally positive definite kernels is considered on sets of centers that are not determining for polynomials. It is shown that polynomial consistency is sufficient in order to define…

Numerical Analysis · Mathematics 2025-08-26 Oleg Davydov

This note gives an explicit description of conditional measures for the determinantal point process with the Bergman kernel.

Probability · Mathematics 2022-01-03 Alexander I. Bufetov

This work presents a family of parsimonious Gaussian process models which allow to build, from a finite sample, a model-based classifier in an infinite dimensional space. The proposed parsimonious models are obtained by constraining the…

Methodology · Statistics 2012-06-18 Charles Bouveyron , Stéphane Girard , Mathieu Fauvel

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

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

In these lecture notes we present some connections between random matrices, the asymmetric exclusion process, random tilings. These three apparently unrelated objects have (sometimes) a similar mathematical structure, an interlacing…

Mathematical Physics · Physics 2013-07-03 Patrik L. Ferrari

Determinantal point processes (DPPs) offer a powerful approach to modeling diversity in many applications where the goal is to select a diverse subset. We study the problem of learning the parameters (the kernel matrix) of a DPP from…

Machine Learning · Statistics 2014-11-10 Boqing Gong , Wei-lun Chao , Kristen Grauman , Fei Sha

We show that the central limit theorem for linear statistics over determinantal point processes with $J$-Hermitian kernels holds under fairly general conditions. In particular, We establish Gaussian limit for linear statistics over…

Probability · Mathematics 2021-01-05 Zhaofeng Lin , Yanqi Qiu , Kai Wang

We derive the large distance asymptotics of the Fredholm determinant of the so-called generalised sine kernel at the critical point. This kernel corresponds to a generalisation of the pure sine kernel arising in the theory of random…

Mathematical Physics · Physics 2019-05-14 R. Gharakhloo , A. R. Its , K. K. Kozlowski

Determinantal point processes (DPPs) offer an elegant tool for encoding probabilities over subsets of a ground set. Discrete DPPs are parametrized by a positive semidefinite matrix (called the DPP kernel), and estimating this kernel is key…

Machine Learning · Computer Science 2015-10-12 Zelda Mariet , Suvrit Sra

The quantum correlations of $N$ noninteracting spinless fermions in their ground state can be expressed in terms of a two-point function called the kernel. Here we develop a general and compact method for computing the kernel in a general…

Statistical Mechanics · Physics 2021-03-05 David S. Dean , Pierre Le Doussal , Satya N. Majumdar , Gregory Schehr , Naftali R. Smith

We study determinantal random point processes on a compact complex manifold X associated to an Hermitian metric on a line bundle over X and a probability measure on X. Physically, this setup describes a free fermion gas on X subject to a…

Complex Variables · Mathematics 2011-06-27 Robert J. Berman

Two aspects of noncolliding diffusion processes have been extensively studied. One of them is the fact that they are realized as harmonic Doob transforms of absorbing particle systems in the Weyl chambers. Another aspect is integrability in…

Probability · Mathematics 2014-07-18 Makoto Katori

In this review paper, we demonstrate that several classes of point processes in a locally compact Polish space $X$ appear as the joint spectral measure of a rigorously defined particle density of a representation of the canonical…

Mathematical Physics · Physics 2025-12-15 Eugene Lytvynov

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

The matrix Whittaker kernel has been introduced by A. Borodin in Part IV of the present series of papers. This kernel describes a point process -- a probability measure on a space of countable point configurations. The kernel is expressed…

Representation Theory · Mathematics 2007-05-23 Grigori Olshanski

Determinantal point processes (DPPs for short) are a class of repulsive point processes. They have found some statistical applications to model spatial point pattern datasets with repulsion between close points. In the case of DPPs on…

Statistics Theory · Mathematics 2025-07-28 Poinas Arnaud