1. A note on the simulation of the Ginibre point process
- Author
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Laurent Decreusefond, Anaïs Vergne, Ian Flint, Data, Intelligence and Graphs (DIG), Laboratoire Traitement et Communication de l'Information (LTCI), Institut Mines-Télécom [Paris] (IMT)-Télécom Paris-Institut Mines-Télécom [Paris] (IMT)-Télécom Paris, Département Informatique et Réseaux (INFRES), Télécom ParisTech, Mathématiques discrètes, Codage et Cryptographie (MC2), and Réseaux, Mobilité et Services (RMS)
- Subjects
Statistics and Probability ,Property (philosophy) ,Distribution (number theory) ,General Mathematics ,02 engineering and technology ,point process simulation ,01 natural sciences ,Point process ,Computer Science::Hardware Architecture ,010104 statistics & probability ,Determinantal point process ,0202 electrical engineering, electronic engineering, information engineering ,0101 mathematics ,ComputingMilieux_MISCELLANEOUS ,Mathematics ,60G60 ,Ginibre point process ,Plane (geometry) ,010102 general mathematics ,15A52 ,020206 networking & telecommunications ,Algebra ,[MATH.MATH-PR]Mathematics [math]/Probability [math.PR] ,60K35 ,60G55 ,Statistics, Probability and Uncertainty ,Complex plane ,Random matrix - Abstract
The Ginibre point process (GPP) is one of the main examples of determinantal point processes on the complex plane. It is a recurring distribution of random matrix theory as well as a useful model in applied mathematics. In this paper we briefly overview the usual methods for the simulation of the GPP. Then we introduce a modified version of the GPP which constitutes a determinantal point process more suited for certain applications, and we detail its simulation. This modified GPP has the property of having a fixed number of points and having its support on a compact subset of the plane. See Decreusefond et al. (2013) for an extended version of this paper.
- Published
- 2015