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Determinantal Point Processes

  • Telecom Paris
  • Nanyang Technological University
  • Ist. Per Applicazioni C. M. Picone

Research output: Contribution to journalArticlepeer-review

Abstract

In this survey we review two topics concerning determinantal (or fermion) point processes. First, we provide the construction of diffusion processes on the space of configurations whose invariant measure is the law of a determinantal point process. Second, we present some algorithms to sample from the law of a determinantal point process on a finite window. Related open problems are listed.

Original languageEnglish
Pages (from-to)311-342
Number of pages32
JournalBocconi and Springer Series
Volume7
DOIs
Publication statusPublished - 1 Jan 2016

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