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December 2015 A note on the simulation of the Ginibre point process
Laurent Decreusefond, Ian Flint, Anais Vergne
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J. Appl. Probab. 52(4): 1003-1012 (December 2015). DOI: 10.1239/jap/1450802749

Abstract

The Ginibre point process (GPP) is one of the main examples of determinantalpoint processes on the complex plane. It is a recurring distribution of randommatrix theory as well as a useful model in applied mathematics. In this paperwe briefly overview the usual methods for the simulation of the GPP. Then weintroduce a modified version of the GPP which constitutes a determinantal pointprocess more suited for certain applications, and we detail its simulation.This modified GPP has the property of having a fixed number of points andhaving its support on a compact subset of the plane. See Decreusefond etal. (2013) for an extended version of this paper.

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Laurent Decreusefond. Ian Flint. Anais Vergne. "A note on the simulation of the Ginibre point process." J. Appl. Probab. 52 (4) 1003 - 1012, December 2015. https://doi.org/10.1239/jap/1450802749

Information

Published: December 2015
First available in Project Euclid: 22 December 2015

zbMATH: 1334.60081
MathSciNet: MR3439168
Digital Object Identifier: 10.1239/jap/1450802749

Subjects:
Primary: 60G55, 60G60, 60K35
Secondary: 15A52

Rights: Copyright © 2015 Applied Probability Trust

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Vol.52 • No. 4 • December 2015
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