Complex determinantal processes and H^1 noise

DOI10.1214/EJP.V12-446MaRDI QIDQ2462008zbMATHOpenAlexFDO

Authors Balint Virag, Brian Rider

Publication date 23 November 2007

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0608785

zbMATH Keywords

random matricesinvariant point processnoise limit

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Geometric probability and stochastic geometry (60D05) Riemann surfaces (30F99)

Abstract: For the plane, sphere, and hyperbolic plane we consider the canonical invariant determinantal point processes with intensity rho dnu, where nu is the corresponding invariant measure. We show that as rho converges to infinity, after centering, these processes converge to invariant H1 noise. More precisely, for all functions f in the interesection of H1(nu) and L1(nu) the distribution of sum f(z) - rho/pi integral f dnu converges to Gaussian with mean 0 and variance given by ||f||_H1^2 / (4 pi).

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Cited in

(10)

• Fluctuation around the circular law for random matrices with real entries
• Cauchy noise and affiliated stochastic processes
• Nonlocal energy functionals and determinantal point processes on non-smooth domains
• Fluctuations of eigenvalues of random normal matrices
• Incomplete determinantal processes: from random matrix to Poisson statistics
• Gaussian and non-Gaussian fluctuations for mesoscopic linear statistics in determinantal processes
• Normality of smooth statistics for planar determinantal point processes
• Absolute continuity and singularity of palm measures of the Ginibre point process
• Energy and discrepancy of rotationally invariant determinantal point processes in high dimensional spheres
• Approximation to uniform distribution in \(\mathrm{SO}(3)\)

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