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A Note on the simulation of the ginibre point process

  • Telecom Paris

Research output: Contribution to journal › Article › peer-review

30 Citations (Scopus)

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 overviewthe 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.

Original languageEnglish
Pages (from-to)1003-1012
Number of pages10
JournalJournal of Applied Probability
Volume52
Issue number4
DOIs
Publication statusPublished - 1 Dec 2015

Keywords

  • Determinantal point process
  • Ginibre point process
  • Point process simulation

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