Complex determinantal processes and \(H^1\) noise

DOI10.1214/EJP.v12-446zbMath1127.60048arXivmath/0608785OpenAlexW2013245818MaRDI QIDQ2462008

Bálint Virág, 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

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

Related Items (8)

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

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