Gaussian limit for determinantal random point fields.
From MaRDI portal
Publication:1872255
DOI10.1214/AOP/1020107764zbMath1033.60063arXivmath/0006037OpenAlexW2161056778MaRDI QIDQ1872255
Publication date: 6 May 2003
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0006037
Self-similar stochastic processes (60G18) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (61)
Limiting laws of linear eigenvalue statistics for Hermitian matrix models ⋮ The method of cumulants for the normal approximation ⋮ Bootstrapped zero density estimates and a central limit theorem for the zeros of the zeta function ⋮ Gaussian and non-Gaussian fluctuations for mesoscopic linear statistics in determinantal processes ⋮ On global fluctuations for non-colliding processes ⋮ On the strong Brillinger-mixing property of \(\alpha\)-determinantal point processes and some applications. ⋮ Gaussian fluctuations for non-Hermitian random matrix ensembles ⋮ Perturbed Toeplitz operators and radial determinantal processes ⋮ The asymptotic distribution of a single eigenvalue gap of a Wigner matrix ⋮ Monte Carlo with determinantal point processes ⋮ Tridiagonal random matrix: Gaussian fluctuations and deviations ⋮ Spectral statistics of large dimensional Spearman's rank correlation matrix and its application ⋮ Uniform point variance bounds in classical beta ensembles ⋮ The Nevai condition and a local law of large numbers for orthogonal polynomial ensembles ⋮ The random normal matrix model: insertion of a point charge ⋮ The Poisson binomial distribution -- old \& new ⋮ Central limit theorem for partial linear eigenvalue statistics of Wigner matrices ⋮ Convergence rate for geometric statistics of point processes having fast decay of dependence ⋮ Gaussian limit for determinantal point processes with \(J\)-Hermitian kernels ⋮ Normality of smooth statistics for planar determinantal point processes ⋮ The Berry-Esseen theorem for circular \(\beta\)-ensemble ⋮ Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices ⋮ Core size of a random partition for the Plancherel measure ⋮ Contrast Estimation for Parametric Stationary Determinantal Point Processes ⋮ On the spectral distribution of Gaussian random matrices ⋮ Fluctuations of eigenvalues of random normal matrices ⋮ On a few statistical applications of determinantal point processes ⋮ Random matrices: Universality of local eigenvalue statistics up to the edge ⋮ Random point fields associated with certain Fredholm determinants. I: Fermion, Poisson and Boson point processes. ⋮ Random point fields associated with certain Fredholm determinants. II: Fermion shifts and their ergodic and Gibbs properties ⋮ Random matrix theory in statistics: a review ⋮ Gaussian fluctuation for linear eigenvalue statistics of large dilute Wigner matrices ⋮ Correlation functions for random complex zeroes: Strong clustering and local universality ⋮ Pattern densities in non-frozen planar dimer models ⋮ The Weyl–Heisenberg ensemble: hyperuniformity and higher Landau levels ⋮ The circular unitary ensemble and the Riemann zeta function: the microscopic landscape and a new approach to ratios ⋮ Weighted dependency graphs ⋮ Fluctuations of eigenvalues and second order Poincaré inequalities ⋮ Strong Szegő Asymptotics and Zeros of the Zeta‐Function ⋮ Random matrices: universality of local eigenvalue statistics ⋮ Gaussian fluctuations of eigenvalues in Wigner random matrices ⋮ Deviations from the circular law ⋮ Gaussian limits for random measures in geometric probability ⋮ Gaussian fluctuations of Young diagrams under the Plancherel measure ⋮ Large deviations for the Fermion point process associated with the exponential kernel ⋮ A functional CLT for partial traces of random matrices ⋮ Loop-free Markov chains as determinantal point processes ⋮ Spectral fluctuations for Schrödinger operators with a random decaying potential ⋮ Gaussian fluctuations of eigenvalues in log-gas ensemble: bulk case. I ⋮ Transfer current and pattern fields in spanning trees ⋮ Central limit theorems for biorthogonal ensembles and asymptotics of recurrence coefficients ⋮ Determinantal sampling designs ⋮ Monte Carlo integration of non-differentiable functions on \([0,1^\iota\), \(\iota =1,\ldots, d\), using a single determinantal point pattern defined on \([0,1]^d\)] ⋮ Gaussian fluctuations and moderate deviations of eigenvalues in unitary invariant ensembles ⋮ Rigidity of the three-dimensional hierarchical Coulomb gas ⋮ Central limit theorems from the roots of probability generating functions ⋮ Random matrices: universality of local spectral statistics of non-Hermitian matrices ⋮ Determinantal Point Processes for Image Processing ⋮ Ginibre-type point processes and their asymptotic behavior ⋮ Local number variances and hyperuniformity of the Heisenberg family of determinantal point processes ⋮ Brillinger mixing of determinantal point processes and statistical applications
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An introduction to the theory of point processes
- Gaussian and their subordinates self-similar random generalized fields
- Determinants of Airy operators and applications to random matrices
- On random matrices from the compact classical groups
- Distribution functions for random variables for ensembles of positive Hermitian matrices
- Random point fields associated with certain Fredholm determinants. II: Fermion shifts and their ergodic and Gibbs properties
- Immanants and finite point processes
- Gaussian fluctuation for the number of particles in Airy, Bessel, sine, and other determinantal random point fields
- The central limit theorem for local linear statistics in classical compact groups and related combinatorial identities
- On fluctuations of eigenvalues of random Hermitian matrices.
- Linear functionals of eigenvalues of random matrices
- Determinantal random point fields
- The coincidence approach to stochastic point processes
- On the Eigenvalues of Random Matrices
- Sur un mode de croissance régulière. Théorèmes fondamentaux
- On the Domains of Definition of Analytic Characteristic Functions
- Regularly varying functions
This page was built for publication: Gaussian limit for determinantal random point fields.
