Journal of Applied Probability

A note on the simulation of the Ginibre point process

Laurent Decreusefond, Ian Flint, and Anais Vergne

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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.

Article information

Source
J. Appl. Probab., Volume 52, Number 4 (2015), 1003-1012.

Dates
First available in Project Euclid: 22 December 2015

Permanent link to this document
https://projecteuclid.org/euclid.jap/1450802749

Digital Object Identifier
doi:10.1239/jap/1450802749

Mathematical Reviews number (MathSciNet)
MR3439168

Zentralblatt MATH identifier
1334.60081

Subjects
Primary: 60G55: Point processes 60K35: Interacting random processes; statistical mechanics type models; percolation theory [See also 82B43, 82C43] 60G60: Random fields
Secondary: 15A52

Keywords
Determinantal point process Ginibre point process point process simulation

Citation

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


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