Journal of Applied Probability
- J. Appl. Probab.
- Volume 52, Number 4 (2015), 1003-1012.
A note on the simulation of the Ginibre point process
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.
J. Appl. Probab., Volume 52, Number 4 (2015), 1003-1012.
First available in Project Euclid: 22 December 2015
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Decreusefond, Laurent; Flint, Ian; Vergne, Anais. A note on the simulation of the Ginibre point process. J. Appl. Probab. 52 (2015), no. 4, 1003--1012. doi:10.1239/jap/1450802749. https://projecteuclid.org/euclid.jap/1450802749