Determinantal Processes and Independence

被引:267
作者
Ben Hough, J. [1 ]
Krishnapur, Manjunath [2 ]
Peres, Yuval [1 ,2 ]
Virag, Balint [3 ,4 ]
机构
[1] Univ Calif Berkeley, Dept Math, Berkeley, CA 94720 USA
[2] Univ Calif Berkeley, Dept Stat, Berkeley, CA 94720 USA
[3] Univ Toronto, Dept Math, Toronto, ON M5S 3G3, Canada
[4] Univ Toronto, Dept Stat, Toronto, ON M5S 3G3, Canada
来源
PROBABILITY SURVEYS | 2006年 / 3卷
基金
加拿大自然科学与工程研究理事会;
关键词
D O I
10.1214/154957806000000078
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We give a probabilistic introduction to determinantal and permanental point processes. Determinantal processes arise in physics (fermions, eigenvalues of random matrices) and in combinatorics (nonintersecting paths, random spanning trees). They have the striking property that the number of points in a region D is a sum of independent Bernoulli random variables, with parameters which are eigenvalues of the relevant operator on L-2(D). Moreover, any determinantal process can be represented as a mixture of determinantal projection processes. We give a simple explanation for these known facts, and establish analogous representations for permanental processes, with geometric variables replacing the Bernoulli variables. These representations lead to simple proofs of existence criteria and central limit theorems, and unify known results on the distribution of absolute values in certain processes with radially symmetric distributions.
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页码:206 / 229
页数:24
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