Efficient simulation of the Ginibre point process

Abstract : The Ginibre point process is one of the main examples of deter- minantal point processes on the complex plane. It forms a recurring model in stochastic matrix theory as well as in pratical applications. However, this model has mostly been studied from a probabilistic point of view in the fields of stochastic matrices and determinantal point processes, and thus using the Ginibre process to model random phenomena is a topic which is for the most part unexplored. In order to obtain a determinantal point process more suited for simulation, we introduce a modified version of the classical kernel. Then, we compare three different methods to simulate the Ginibre point process and discuss the most efficient one depending on the application at hand.
Document type :
Journal articles
Complete list of metadatas

Cited literature [20 references]  Display  Hide  Download

https://hal.archives-ouvertes.fr/hal-00869259
Contributor : Ian Flint <>
Submitted on : Thursday, October 3, 2013 - 5:13:31 PM
Last modification on : Wednesday, March 13, 2019 - 5:23:44 PM
Long-term archiving on : Friday, April 7, 2017 - 6:03:26 AM

Files

ginibre.pdf
Files produced by the author(s)

Identifiers

  • HAL Id : hal-00869259, version 2
  • ARXIV : 1310.0800

Citation

Laurent Decreusefond, Ian Flint, Anaïs Vergne. Efficient simulation of the Ginibre point process. Journal of Applied Probability, Applied Probability Trust, 2015, 52 (4), pp.~. ⟨hal-00869259v2⟩

Share

Metrics

Record views

490

Files downloads

705