Determinantal Processes and Independence

We give a probabilistic introduction to determinantal and per- manental point processes. Determinantal processes arise in physics (fermions, eigenvalues of random matrices) and in combinatorics (nonintersecting paths, random spanning trees). They have the striking property that the number of points in a region D is a sum of independent Bernoulli random variables, with parameters which are eigenvalues of the relevant operator on L 2 (D). Moreover, any determinantal process can be represented as a mixture of determinantal projection processes. We give a simple explanation for these known facts, and establish analogous representations for permanental pro- cesses, with geometric variables replacing the Bernoulli variables. These representations lead to simple proofs of existence criteria and central limit theorems, and unify known results on the distribution of absolute values in certain processes with radially symmetric distributions.

[1]  Yuval Peres,et al.  Zeros of the i.i.d. Gaussian power series: a conformally invariant determinantal process , 2003, math/0310297.

[2]  A. Khare Fractional statistics and quantum theory , 2005 .

[3]  K. Johansson Determinantal Processes with Number Variance Saturation , 2004, math/0404133.

[4]  T. Shirai,et al.  Random point fields associated with certain Fredholm determinants I: fermion, Poisson and boson point processes , 2003 .

[5]  T. Shirai,et al.  Random point fields associated with certain Fredholm determinants II: Fermion shifts and their ergodic and Gibbs properties , 2003 .

[6]  N. O'Connell,et al.  PATTERNS IN EIGENVALUES: THE 70TH JOSIAH WILLARD GIBBS LECTURE , 2003 .

[7]  R. Lyons Determinantal probability measures , 2002, math/0204325.

[8]  J. Steif,et al.  Stationary determinantal processes: Phase multiplicity, Bernoullicity, entropy, and domination , 2002, math/0204324.

[9]  Russell Lyons,et al.  Uniform spanning forests , 2001 .

[10]  A. Soshnikov Gaussian limit for determinantal random point fields , 2000, math/0006037.

[11]  A. Soshnikov Determinantal random point fields , 2000, math/0002099.

[12]  G. Olshanski,et al.  Asymptotics of Plancherel measures for symmetric groups , 1999, math/9905032.

[13]  Eric M. Rains,et al.  High powers of random elements of compact Lie groups , 1997 .

[14]  Lebowitz,et al.  Gaussian fluctuation in random matrices. , 1994, Physical review letters.

[15]  R. Pemantle,et al.  Local Characteristics, Entropy and Limit Theorems for Spanning Trees and Domino Tilings Via Transfer-Impedances , 1993, math/0404048.

[16]  Zhi-Ming Ma,et al.  Introduction to the theory of (non-symmetric) Dirichlet forms , 1992 .

[17]  Eric Kostlan,et al.  On the spectra of Gaussian matrices , 1992 .

[18]  R. Milne,et al.  A class of infinitely divisible mul-tivariate negative binomial distributions , 1987 .

[19]  Robert C. Griffiths,et al.  Characterization of infinitely divisible multivariate gamma distributions , 1984 .

[20]  A. Lenard,et al.  States of classical statistical mechanical systems of infinitely many particles. I , 1975 .

[21]  A. Lenard,et al.  States of classical statistical mechanical systems of infinitely many particles. II. Characterization of correlation measures , 1975 .

[22]  O. Macchi The coincidence approach to stochastic point processes , 1975, Advances in Applied Probability.

[23]  A. Lenard,et al.  Correlation functions and the uniqueness of the state in classical statistical mechanics , 1973 .

[24]  M. R. Dubman,et al.  Theory of time-varying spectral analysis and complex Wishart matrix processes , 1969 .

[25]  S. Zienau Quantum Physics , 1969, Nature.

[26]  J. Ginibre Statistical Ensembles of Complex, Quaternion, and Real Matrices , 1965 .

[27]  D. Cox Some Statistical Methods Connected with Series of Events , 1955 .