Optimal transport between determinantal point processes and application to fast simulation (Q2239803)

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    Optimal transport between determinantal point processes and application to fast simulation
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      Optimal transport between determinantal point processes and application to fast simulation (English)
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      5 November 2021
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      In this paper, the authors study several problems related to distances between the distributions of point processes. The main focus is on determinantal point processes, which can be described in terms of a reference measure \(m\) and a Hilbert-Schmidt operator on \(L^2(X,m)\) with a (symmetric) kernel \(K\), which is locally trace-class and its spectrum lies in \([0,1]\). The authors investigate properties of two distances between point processes which arise from optimal transport. The first one, called the Kantorovich-Rubinstein distance, is defined in terms of evaluation of two measures on a single \(1\)-Lipschitz functions; the second one is the classical \(2\)-Wasserstein distance, which is the minimal cost in the corresponding optimal transport problem. The results are then applied to a simulation of the Ginibre process.
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      optimal transport
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      point process
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      Wasserstein distance
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