Determinantal_point_process

Determinantal point process

Determinantal point process

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In mathematics, a determinantal point process is a stochastic point process, the probability distribution of which is characterized as a determinant of some function. Such processes arise as important tools in random matrix theory, combinatorics, physics,[1] and wireless network modeling.[2][3][4]

Definition

Let be a locally compact Polish space and be a Radon measure on . Also, consider a measurable function .

We say that is a determinantal point process on with kernel if it is a simple point process on with a joint intensity or correlation function (which is the density of its factorial moment measure) given by

for every n ≥ 1 and x1, ..., xn ∈ Λ.[5]

Properties

Existence

The following two conditions are necessary and sufficient for the existence of a determinantal random point process with intensities ρk.

  • Symmetry: ρk is invariant under action of the symmetric group Sk. Thus:
  • Positivity: For any N, and any collection of measurable, bounded functions , k = 1, ..., N with compact support:
    If
    Then [6]

Uniqueness

A sufficient condition for the uniqueness of a determinantal random process with joint intensities ρk is

for every bounded Borel A ⊆ Λ.[6]

Examples

Gaussian unitary ensemble

The eigenvalues of a random m × m Hermitian matrix drawn from the Gaussian unitary ensemble (GUE) form a determinantal point process on with kernel

where is the th oscillator wave function defined by

and is the th Hermite polynomial. [7]

Poissonized Plancherel measure

The poissonized Plancherel measure on integer partition (and therefore on Young diagramss) plays an important role in the study of the longest increasing subsequence of a random permutation. The point process corresponding to a random Young diagram, expressed in modified Frobenius coordinates, is a determinantal point process on + 12 with the discrete Bessel kernel, given by:

where

For J the Bessel function of the first kind, and θ the mean used in poissonization.[8]

This serves as an example of a well-defined determinantal point process with non-Hermitian kernel (although its restriction to the positive and negative semi-axis is Hermitian).[6]

Uniform spanning trees

Let G be a finite, undirected, connected graph, with edge set E. Define Ie:E  2(E) as follows: first choose some arbitrary set of orientations for the edges E, and for each resulting, oriented edge e, define Ie to be the projection of a unit flow along e onto the subspace of 2(E) spanned by star flows.[9] Then the uniformly random spanning tree of G is a determinantal point process on E, with kernel

.[5]

References

  1. Vershik, Anatoly M. (2003). Asymptotic combinatorics with applications to mathematical physics a European mathematical summer school held at the Euler Institute, St. Petersburg, Russia, July 9-20, 2001. Berlin [etc.]: Springer. p. 151. ISBN 978-3-540-44890-7.
  2. Miyoshi, Naoto; Shirai, Tomoyuki (2016). "A Cellular Network Model with Ginibre Configured Base Stations". Advances in Applied Probability. 46 (3): 832–845. doi:10.1239/aap/1409319562. ISSN 0001-8678.
  3. Torrisi, Giovanni Luca; Leonardi, Emilio (2014). "Large Deviations of the Interference in the Ginibre Network Model" (PDF). Stochastic Systems. 4 (1): 173–205. doi:10.1287/13-SSY109. ISSN 1946-5238.
  4. N. Deng, W. Zhou, and M. Haenggi. The Ginibre point process as a model for wireless networks with repulsion. IEEE Transactions on Wireless Communications, vol. 14, pp. 107-121, Jan. 2015.
  5. Hough, J. B., Krishnapur, M., Peres, Y., and Virág, B., Zeros of Gaussian analytic functions and determinantal point processes. University Lecture Series, 51. American Mathematical Society, Providence, RI, 2009.
  6. A. Soshnikov, Determinantal random point fields. Russian Math. Surveys, 2000, 55 (5), 923–975.
  7. A. Borodin, A. Okounkov, and G. Olshanski, On asymptotics of Plancherel measures for symmetric groups, available via arXiv:math/9905032.
  8. Lyons, R. with Peres, Y., Probability on Trees and Networks. Cambridge University Press, In preparation. Current version available at http://mypage.iu.edu/~rdlyons/

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