Abstract
We prove that, under fairly general conditions, a properly rescaled determinantal random point field converges to a generalized Gaussian random process.
Citation
Alexander Soshnikov. "Gaussian Limit for Determinantal Random Point Fields." Ann. Probab. 30 (1) 171 - 187, January 2002. https://doi.org/10.1214/aop/1020107764
Information
Published: January 2002
First available in Project Euclid: 29 April 2002
zbMATH: 1033.60063
Digital Object Identifier: 10.1214/aop/1020107764
Subjects:
Primary:
60G55
Secondary:
60F05
Keywords:
central limit theorem
,
Determinantal random point fields
,
self-similar random processes
Rights: Copyright © 2002 Institute of Mathematical Statistics
