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As recently proved in generality by Hedenmalm and Wennman, it is a universal behavior of complex random normal matrix models that one finds a complementary error function behavior at the boundary (also called edge) of the droplet as the…

Mathematical Physics · Physics 2025-06-09 L. D. Molag

Recently, the joint probability density functions of complex eigenvalues for products of independent complex Ginibre matrices have been explicitly derived as determinantal point processes. We express truncated series coming from the…

Probability · Mathematics 2015-08-24 Dang-Zheng Liu , Yanhui Wang

Assume a finite set of complex random variables form a determinantal point process, we obtain a theorem on the limit of the empirical distribution of these random variables. The result is applied to %We study the limits of the empirical…

Probability · Mathematics 2017-11-29 Tiefeng Jiang , Yongcheng Qi

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

The Ginibre unitary ensemble (GinUE) consists of $N \times N$ random matrices with independent complex standard Gaussian entries. This was introduced in 1965 by Ginbre, who showed that the eigenvalues form a determinantal point process with…

Mathematical Physics · Physics 2023-01-13 Sung-Soo Byun , Peter J. Forrester

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 (a.k.a. DPPs) have recently become popular tools for modeling the phenomenon of negative dependence, or repulsion, in data. However, our understanding of an analogue of a classical parametric statistical theory…

Machine Learning · Statistics 2021-11-22 Subhro Ghosh , Philippe Rigollet

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 distinguish a class of random point processes which we call Giambelli compatible point processes. Our definition was partly inspired by determinantal identities for averages of products and ratios of characteristic polynomials for random…

Mathematical Physics · Physics 2007-05-23 Alexei Borodin , Grigori Olshanski , Eugene Strahov

A composite quantum system comprising a finite number k of subsystems which are described with position and momentum variables in Z_{n_{i}}, i=1,...,k, is considered. Its Hilbert space is given by a k-fold tensor product of Hilbert spaces…

Mathematical Physics · Physics 2012-10-24 M. Korbelar , J. Tolar

Semi-parametric regression models are used in several applications which require comprehensibility without sacrificing accuracy. Typical examples are spline interpolation in geophysics, or non-linear time series problems, where the system…

Machine Learning · Computer Science 2021-03-10 Michaël Fanuel , Joachim Schreurs , Johan A. K. Suykens

Weyl-Heisenberg ensembles are translation-invariant determinantal point processes on $\mathbb{R}^{2d}$ associated with the Schr\"odinger representation of the Heisenberg group, and include as examples the Ginibre ensemble and the…

Mathematical Physics · Physics 2019-05-29 Luís Daniel Abreu , Karlheinz Gröchenig , José Luis Romero

Symmetric determinantal point processes (DPP's) are a class of probabilistic models that encode the random selection of items that exhibit a repulsive behavior. They have attracted a lot of attention in machine learning, when returning…

Statistics Theory · Mathematics 2018-11-02 Victor-Emmanuel Brunel

We consider eigenvalues of a product of n non-Hermitian, independent random matrices. Each matrix in this product is of size N\times N with independent standard complex Gaussian variables. The eigenvalues of such a product form a…

Mathematical Physics · Physics 2015-06-12 Gernot Akemann , Eugene Strahov

Determinantal point processes (DPPs) are random point processes well-suited for modeling repulsion. In machine learning, the focus of DPP-based models has been on diverse subset selection from a discrete and finite base set. This discrete…

Machine Learning · Statistics 2013-11-14 Raja Hafiz Affandi , Emily B. Fox , Ben Taskar

Akemann, Ipsen and Kieburg recently showed that the squared singular values of products of M rectangular random matrices with independent complex Gaussian entries are distributed according to a determinantal point process with a correlation…

Mathematical Physics · Physics 2015-06-16 Arno B. J. Kuijlaars , Lun Zhang

Statistical models and methods for determinantal point processes (DPPs) seem largely unexplored. We demonstrate that DPPs provide useful models for the description of spatial point pattern datasets where nearby points repel each other. Such…

Statistics Theory · Mathematics 2016-04-28 Frédéric Lavancier , Jesper Møller , Ege Rubak

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

Probability · Mathematics 2024-05-28 Terence Tao , Van Vu

Determinantal point processes (DPPs) are elegant probabilistic models of repulsion that arise in quantum physics and random matrix theory. In contrast to traditional structured models like Markov random fields, which become intractable and…

Machine Learning · Statistics 2013-01-11 Alex Kulesza , Ben Taskar

The complex Ginibre ensemble is an $N\times N$ non-Hermitian random matrix over $\mathbb{C}$ with i.i.d. complex Gaussian entries normalized to have mean zero and variance $1/N$. Unlike the Gaussian unitary ensemble, for which the…

Probability · Mathematics 2018-05-24 Nicholas Crawford , Ron Rosenthal